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% | 98.15 % | 98.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,412 EUR | 494,706 EUR | 98.85% | 98.85% |
12/07/2024 | 0.51% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,260 EUR | 495,630 EUR | 98.94% | 98.94% |
11/07/2024 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,679 EUR | 491,339 EUR | 98.91% | 98.91% |
10/07/2024 | 0.52% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 964,766 EUR | 484,883 EUR | 98.41% | 98.41% |
09/07/2024 | 0.51% | 96.65 % | 97.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,538 EUR | 487,269 EUR | 95.06% | 95.06% |
08/07/2024 | 0.51% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,826 EUR | 487,913 EUR | 93.89% | 93.89% |
05/07/2024 | 0.51% | 97.20 % | 97.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,714 EUR | 488,857 EUR | 98.87% | 98.87% |
04/07/2024 | 0.51% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,200 EUR | 489,100 EUR | 93.87% | 93.87% |
03/07/2024 | 0.51% | 97.75 % | 98.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,940 EUR | 490,970 EUR | 90.60% | 90.60% |
02/07/2024 | 0.51% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,715 EUR | 491,858 EUR | 98.93% | 98.93% |