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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/10/2024 | 0.48% | 104.75 % | 105.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,900 EUR | 525,400 EUR | 100.00% | 100.00% |
11/10/2024 | 0.48% | 104.30 % | 104.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,230 EUR | 522,730 EUR | 100.00% | 100.00% |
10/10/2024 | 0.48% | 103.99 % | 104.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,470 EUR | 522,970 EUR | 100.00% | 100.00% |
09/10/2024 | 0.48% | 104.07 % | 104.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,071 EUR | 521,571 EUR | 100.00% | 100.00% |
08/10/2024 | 0.48% | 103.73 % | 104.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,048 EUR | 520,548 EUR | 100.00% | 100.00% |
07/10/2024 | 0.48% | 103.67 % | 104.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,403 EUR | 520,903 EUR | 99.92% | 99.92% |
04/10/2024 | 0.48% | 103.71 % | 104.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,557 EUR | 521,057 EUR | 100.00% | 100.00% |
03/10/2024 | 0.46% | 103.82 % | 104.29 % | 500,000 | 500,000 | 505,625 | 505,625 | 525,387 EUR | 527,823 EUR | 100.00% | 100.00% |
02/10/2024 | 0.48% | 104.08 % | 104.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,590 EUR | 523,090 EUR | 100.00% | 100.00% |
01/10/2024 | 0.48% | 104.05 % | 104.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,351 EUR | 524,851 EUR | 100.00% | 100.00% |