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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/10/2024 | 1.26% | 102.63 % | 103.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,432 EUR | 519,932 EUR | 100.00% | 100.00% |
01/10/2024 | 1.25% | 102.67 % | 103.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,513 EUR | 522,013 EUR | 100.00% | 100.00% |
30/09/2024 | 1.26% | 102.96 % | 104.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,539 EUR | 521,039 EUR | 100.00% | 100.00% |
27/09/2024 | 1.25% | 103.13 % | 104.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,492 EUR | 521,992 EUR | 89.22% | 89.22% |
26/09/2024 | 1.26% | 102.84 % | 104.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,279 EUR | 520,779 EUR | 87.25% | 87.25% |
25/09/2024 | 1.26% | 101.09 % | 102.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,938 EUR | 519,438 EUR | 93.67% | 93.67% |
24/09/2024 | 1.26% | 102.25 % | 103.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,208 EUR | 517,708 EUR | 99.70% | 99.70% |
23/09/2024 | 1.27% | 101.93 % | 103.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,617 EUR | 516,117 EUR | 100.00% | 100.00% |
20/09/2024 | 1.26% | 101.79 % | 103.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,734 EUR | 517,234 EUR | 99.90% | 99.90% |
19/09/2024 | 1.26% | 102.45 % | 103.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,241 EUR | 518,741 EUR | 100.00% | 100.00% |