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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/10/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 EUR | 100,100 EUR | 100.00% | 100.00% |
07/10/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,752 EUR | 100,450 EUR | 100.00% | 100.00% |
04/10/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,999 EUR | 501,499 EUR | 100.00% | 100.00% |
03/10/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,043 EUR | 501,543 EUR | 100.00% | 100.00% |
02/10/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,102 EUR | 499,602 EUR | 100.00% | 100.00% |
01/10/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,963 EUR | 500,463 EUR | 100.00% | 100.00% |
30/09/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,019 EUR | 501,519 EUR | 100.00% | 100.00% |
27/09/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,365 EUR | 501,865 EUR | 99.17% | 99.17% |
26/09/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,238 EUR | 501,738 EUR | 100.00% | 100.00% |
25/09/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,430 EUR | 498,930 EUR | 100.00% | 100.00% |