Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.51% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,886 EUR | 494,943 EUR | 98.64% | 98.64% |
12/07/2024 | 0.51% | 99.25 % | 99.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,394 EUR | 495,697 EUR | 92.59% | 92.59% |
11/07/2024 | 0.50% | 99.05 % | 99.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,665 EUR | 497,832 EUR | 98.71% | 98.71% |
10/07/2024 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,137 EUR | 501,069 EUR | 97.43% | 97.43% |
09/07/2024 | 0.50% | 99.70 % | 100.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,567 EUR | 501,784 EUR | 98.20% | 98.20% |
08/07/2024 | 0.50% | 100.15 % | 100.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,460 EUR | 503,730 EUR | 98.59% | 98.59% |
05/07/2024 | 0.50% | 99.95 % | 100.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,250 EUR | 502,623 EUR | 97.90% | 97.90% |
04/07/2024 | 0.50% | 99.70 % | 100.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,558 EUR | 499,779 EUR | 97.98% | 97.98% |
03/07/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,821 EUR | 498,910 EUR | 98.93% | 98.93% |
02/07/2024 | 0.51% | 98.35 % | 98.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,240 EUR | 494,620 EUR | 97.76% | 97.76% |