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 | 0.89% | 111.60 % | 112.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,000 EUR | 563,000 EUR | 100.00% | 100.00% |
12/09/2024 | 0.89% | 111.40 % | 112.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,000 EUR | 562,000 EUR | 100.00% | 100.00% |
11/09/2024 | 0.89% | 111.30 % | 112.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 556,500 EUR | 561,500 EUR | 100.00% | 100.00% |
10/09/2024 | 0.72% | 111.30 % | 112.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 556,888 EUR | 560,888 EUR | 100.00% | 100.00% |
09/09/2024 | 0.72% | 111.30 % | 112.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 556,500 EUR | 560,500 EUR | 100.00% | 100.00% |
06/09/2024 | 0.90% | 111.00 % | 112.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,210 EUR | 560,210 EUR | 100.00% | 100.00% |
05/09/2024 | 0.89% | 111.30 % | 112.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 556,500 EUR | 561,500 EUR | 100.00% | 100.00% |
04/09/2024 | 0.72% | 111.50 % | 112.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,217 EUR | 561,217 EUR | 100.00% | 100.00% |
03/09/2024 | 0.72% | 111.20 % | 112.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 556,168 EUR | 560,168 EUR | 100.00% | 100.00% |
30/08/2024 | 0.90% | 111.10 % | 112.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,639 EUR | 560,639 EUR | 100.00% | 100.00% |