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 | 0.49% | 92.35 % | 92.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 919,820 EUR | 462,160 EUR | 99.38% | 99.38% |
12/07/2024 | 0.48% | 92.75 % | 93.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 926,204 EUR | 465,352 EUR | 99.38% | 99.38% |
11/07/2024 | 0.49% | 92.35 % | 92.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 919,455 EUR | 461,978 EUR | 99.38% | 99.38% |
10/07/2024 | 0.49% | 91.65 % | 92.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 916,320 EUR | 460,410 EUR | 99.38% | 99.38% |
09/07/2024 | 0.49% | 91.60 % | 92.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 917,593 EUR | 461,047 EUR | 99.38% | 99.38% |
08/07/2024 | 0.49% | 92.50 % | 92.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 924,323 EUR | 464,411 EUR | 99.38% | 99.38% |
05/07/2024 | 0.48% | 93.40 % | 93.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 934,474 EUR | 469,487 EUR | 99.37% | 99.37% |
04/07/2024 | 0.48% | 93.65 % | 94.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 930,744 EUR | 467,622 EUR | 99.38% | 99.38% |
03/07/2024 | 0.48% | 93.20 % | 93.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 933,537 EUR | 469,018 EUR | 98.95% | 98.95% |
02/07/2024 | 0.49% | 91.80 % | 92.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 917,682 EUR | 461,091 EUR | 98.86% | 98.86% |