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 |
---|---|---|---|---|---|---|---|---|---|---|---|
09/10/2024 | 1.02% | 82.20 % | 84.10 % | 50,000 | 50,000 | 486,551 | 486,551 | 396,342 EUR | 400,251 EUR | 98.32% | 98.32% |
08/10/2024 | 1.01% | 81.20 % | 83.10 % | 50,000 | 50,000 | 486,131 | 486,131 | 397,755 EUR | 401,660 EUR | 98.88% | 98.88% |
07/10/2024 | 1.01% | 82.00 % | 83.90 % | 50,000 | 50,000 | 487,235 | 487,235 | 397,339 EUR | 401,252 EUR | 98.63% | 98.63% |
04/10/2024 | 0.98% | 81.40 % | 82.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 405,830 EUR | 409,830 EUR | 95.83% | 95.83% |
03/10/2024 | 1.02% | 81.20 % | 83.10 % | 50,000 | 50,000 | 487,324 | 487,324 | 394,400 EUR | 398,313 EUR | 98.61% | 98.61% |
02/10/2024 | 0.77% | 81.60 % | 83.30 % | 50,000 | 50,000 | 488,924 | 488,924 | 398,388 EUR | 401,335 EUR | 98.25% | 98.25% |
01/10/2024 | 1.28% | 82.00 % | 83.90 % | 50,000 | 50,000 | 415,088 | 415,088 | 342,040 EUR | 345,955 EUR | 98.58% | 98.58% |
30/09/2024 | 1.83% | 83.90 % | 86.60 % | 25,000 | 25,000 | 270,172 | 270,172 | 226,237 EUR | 230,130 EUR | 99.00% | 99.00% |
27/09/2024 | 0.99% | 84.90 % | 86.80 % | 50,000 | 50,000 | 482,565 | 482,565 | 409,803 EUR | 413,729 EUR | 97.39% | 97.39% |
26/09/2024 | 0.96% | 85.40 % | 87.30 % | 50,000 | 50,000 | 487,577 | 487,577 | 418,828 EUR | 422,744 EUR | 98.56% | 98.56% |