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 | 0.93% | 54.53 % | 55.03 % | 100,000 | 50,000 | 100,000 | 50,000 | 53,636 EUR | 27,068 EUR | 99.49% | 99.49% |
12/09/2024 | 1.01% | 48.79 % | 49.29 % | 100,000 | 50,000 | 100,000 | 50,000 | 49,505 EUR | 25,003 EUR | 99.92% | 99.92% |
11/09/2024 | 1.03% | 49.34 % | 49.84 % | 100,000 | 50,000 | 100,000 | 50,000 | 48,362 EUR | 24,431 EUR | 99.95% | 99.95% |
10/09/2024 | 1.13% | 43.75 % | 44.25 % | 100,000 | 50,000 | 100,000 | 50,000 | 43,943 EUR | 22,221 EUR | 100.00% | 100.00% |
09/09/2024 | 1.10% | 45.13 % | 45.63 % | 100,000 | 50,000 | 100,000 | 50,000 | 45,393 EUR | 22,947 EUR | 100.00% | 100.00% |
06/09/2024 | 1.12% | 44.23 % | 44.73 % | 100,000 | 50,000 | 100,000 | 50,000 | 44,230 EUR | 22,365 EUR | 99.83% | 99.83% |
05/09/2024 | 1.10% | 45.00 % | 45.50 % | 100,000 | 50,000 | 100,000 | 50,000 | 45,103 EUR | 22,801 EUR | 99.98% | 99.98% |
04/09/2024 | 1.11% | 44.95 % | 45.45 % | 100,000 | 50,000 | 100,000 | 50,000 | 44,767 EUR | 22,633 EUR | 99.94% | 99.94% |
03/09/2024 | 1.06% | 46.28 % | 46.78 % | 100,000 | 50,000 | 100,000 | 50,000 | 46,898 EUR | 23,699 EUR | 100.00% | 100.00% |
30/08/2024 | 1.05% | 47.80 % | 48.30 % | 100,000 | 50,000 | 100,000 | 50,000 | 47,382 EUR | 23,941 EUR | 98.52% | 98.52% |