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 | 0.61% | 100.70 % | 101.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,187 EUR | 501,161 EUR | 100.00% | 100.00% |
01/10/2024 | 0.61% | 101.00 % | 101.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 501,688 EUR | 504,662 EUR | 100.00% | 100.00% |
30/09/2024 | 0.61% | 101.50 % | 102.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 501,735 EUR | 504,709 EUR | 100.00% | 100.00% |
27/09/2024 | 0.61% | 101.40 % | 102.00 % | 500,000 | 500,000 | 494,928 | 494,928 | 501,515 EUR | 504,489 EUR | 99.17% | 99.17% |
26/09/2024 | 0.61% | 101.20 % | 101.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 501,005 EUR | 503,979 EUR | 100.00% | 100.00% |
25/09/2024 | 0.61% | 100.50 % | 101.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,274 EUR | 500,248 EUR | 100.00% | 100.00% |
24/09/2024 | 0.61% | 100.70 % | 101.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,687 EUR | 500,661 EUR | 100.00% | 100.00% |
23/09/2024 | 0.61% | 100.10 % | 100.70 % | 500,000 | 500,000 | 494,964 | 494,964 | 497,088 EUR | 500,062 EUR | 100.00% | 100.00% |
20/09/2024 | 0.61% | 100.40 % | 101.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,394 EUR | 501,368 EUR | 100.00% | 100.00% |
19/09/2024 | 0.61% | 101.20 % | 101.80 % | 500,000 | 500,000 | 494,958 | 494,958 | 501,052 EUR | 504,026 EUR | 99.76% | 99.76% |