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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/10/2024 | 0.75% | 39.53 % | 39.83 % | 505,000 | 502,000 | 495,572 | 491,802 | 199,822 EUR | 199,795 EUR | 99.93% | 99.93% |
29/10/2024 | 0.75% | 42.28 % | 42.60 % | 473,000 | 469,000 | 464,967 | 461,453 | 199,803 EUR | 199,776 EUR | 99.93% | 99.93% |
28/10/2024 | 0.75% | 44.20 % | 44.53 % | 452,000 | 449,000 | 450,326 | 447,028 | 199,779 EUR | 199,809 EUR | 99.98% | 99.98% |
25/10/2024 | 0.75% | 44.71 % | 45.05 % | 447,000 | 443,000 | 444,620 | 441,287 | 199,784 EUR | 199,786 EUR | 100.00% | 100.00% |
24/10/2024 | 0.75% | 45.65 % | 45.99 % | 438,000 | 434,000 | 436,258 | 433,061 | 199,751 EUR | 199,776 EUR | 100.00% | 100.00% |
23/10/2024 | 0.75% | 44.68 % | 45.02 % | 447,000 | 444,000 | 449,272 | 445,860 | 199,804 EUR | 199,787 EUR | 99.98% | 99.98% |
22/10/2024 | 0.75% | 44.54 % | 44.88 % | 449,000 | 445,000 | 450,979 | 447,631 | 199,785 EUR | 199,787 EUR | 99.96% | 99.96% |
21/10/2024 | 0.75% | 44.21 % | 44.54 % | 452,000 | 449,000 | 455,297 | 451,955 | 199,768 EUR | 199,791 EUR | 99.96% | 99.96% |
18/10/2024 | 0.75% | 42.47 % | 42.79 % | 470,000 | 467,000 | 477,246 | 473,644 | 199,809 EUR | 199,793 EUR | 99.97% | 99.97% |
17/10/2024 | 0.75% | 41.26 % | 41.57 % | 484,000 | 481,000 | 486,298 | 482,714 | 199,760 EUR | 199,784 EUR | 99.96% | 99.96% |