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 | 0.81% | 101.50 % | 102.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 502,175 EUR | 506,140 EUR | 100.00% | 100.00% |
01/10/2024 | 1.00% | 101.70 % | 102.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 504,907 EUR | 509,862 EUR | 100.00% | 100.00% |
30/09/2024 | 0.80% | 102.20 % | 103.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 505,420 EUR | 509,385 EUR | 100.00% | 100.00% |
27/09/2024 | 0.80% | 102.30 % | 103.10 % | 500,000 | 500,000 | 494,928 | 494,928 | 505,449 EUR | 509,413 EUR | 99.17% | 99.17% |
26/09/2024 | 0.80% | 101.90 % | 102.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 504,430 EUR | 508,395 EUR | 100.00% | 100.00% |
25/09/2024 | 0.81% | 101.30 % | 102.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 501,218 EUR | 505,183 EUR | 100.00% | 100.00% |
24/09/2024 | 0.81% | 101.40 % | 102.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 501,268 EUR | 505,233 EUR | 100.00% | 100.00% |
23/09/2024 | 0.81% | 100.90 % | 101.70 % | 500,000 | 500,000 | 494,964 | 494,964 | 500,741 EUR | 504,706 EUR | 100.00% | 100.00% |
20/09/2024 | 0.81% | 101.20 % | 102.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 502,237 EUR | 506,202 EUR | 99.99% | 99.99% |
19/09/2024 | 0.80% | 102.00 % | 102.80 % | 500,000 | 500,000 | 494,958 | 494,958 | 504,818 EUR | 508,783 EUR | 99.76% | 99.76% |