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% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,852 EUR | 493,926 EUR | 99.38% | 99.38% |
12/07/2024 | 0.51% | 98.35 % | 98.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,322 EUR | 493,661 EUR | 99.37% | 99.37% |
11/07/2024 | 0.51% | 98.15 % | 98.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,905 EUR | 493,952 EUR | 99.38% | 99.38% |
10/07/2024 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,973 EUR | 494,486 EUR | 99.38% | 99.38% |
09/07/2024 | 0.51% | 98.40 % | 98.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,142 EUR | 495,071 EUR | 99.38% | 99.38% |
08/07/2024 | 0.50% | 98.70 % | 99.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,514 EUR | 496,757 EUR | 99.38% | 99.38% |
05/07/2024 | 0.51% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,444 EUR | 496,222 EUR | 99.37% | 99.37% |
04/07/2024 | 0.50% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,679 EUR | 496,339 EUR | 99.38% | 99.38% |
03/07/2024 | 0.51% | 98.55 % | 99.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,940 EUR | 494,970 EUR | 99.38% | 99.38% |
02/07/2024 | 0.51% | 98.00 % | 98.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,268 EUR | 492,634 EUR | 99.38% | 99.38% |