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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/09/2024 | 0.97% | 102.40 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,000 EUR | 517,000 EUR | 100.00% | 100.00% |
12/09/2024 | 0.97% | 102.30 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,845 EUR | 516,845 EUR | 100.00% | 100.00% |
11/09/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,545 EUR | 519,545 EUR | 100.00% | 100.00% |
10/09/2024 | 0.77% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,500 EUR | 518,500 EUR | 100.00% | 100.00% |
09/09/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,071 EUR | 519,071 EUR | 100.00% | 100.00% |
06/09/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,535 EUR | 519,535 EUR | 100.00% | 100.00% |
05/09/2024 | 0.97% | 102.50 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,500 EUR | 517,500 EUR | 100.00% | 100.00% |
04/09/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,074 EUR | 519,074 EUR | 100.00% | 100.00% |
03/09/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,373 EUR | 519,373 EUR | 100.00% | 100.00% |
30/08/2024 | 1.04% | 102.50 % | 103.50 % | 500,000 | 500,000 | 470,471 | 470,471 | 482,177 EUR | 486,916 EUR | 100.00% | 100.00% |