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 |
---|---|---|---|---|---|---|---|---|---|---|---|
09/10/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 EUR | 502,500 EUR | 99.66% | 99.66% |
08/10/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 EUR | 502,500 EUR | 100.00% | 100.00% |
07/10/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 EUR | 503,500 EUR | 100.00% | 100.00% |
04/10/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,000 EUR | 503,000 EUR | 100.00% | 100.00% |
03/10/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 EUR | 502,500 EUR | 100.00% | 100.00% |
02/10/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 EUR | 503,000 EUR | 100.00% | 100.00% |
01/10/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 EUR | 503,500 EUR | 100.00% | 100.00% |
30/09/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,889 EUR | 503,889 EUR | 100.00% | 100.00% |
27/09/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,227 EUR | 503,227 EUR | 100.00% | 100.00% |
26/09/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,053 EUR | 503,053 EUR | 100.00% | 100.00% |