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 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,000 EUR | 512,000 EUR | 100.00% | 100.00% |
12/09/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,573 EUR | 510,573 EUR | 100.00% | 100.00% |
11/09/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,227 EUR | 510,227 EUR | 100.00% | 100.00% |
10/09/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,443 EUR | 509,443 EUR | 100.00% | 100.00% |
09/09/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 EUR | 509,500 EUR | 100.00% | 100.00% |
06/09/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,158 EUR | 509,158 EUR | 100.00% | 100.00% |
05/09/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 EUR | 510,000 EUR | 100.00% | 100.00% |
04/09/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 EUR | 509,500 EUR | 100.00% | 100.00% |
03/09/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,525 EUR | 509,525 EUR | 100.00% | 100.00% |
30/08/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,990 EUR | 509,990 EUR | 100.00% | 100.00% |