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 | 0.49% | 102.79 % | 103.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,785 EUR | 516,285 EUR | 100.00% | 100.00% |
07/10/2024 | 0.49% | 102.72 % | 103.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,562 EUR | 516,062 EUR | 99.93% | 99.93% |
04/10/2024 | 0.49% | 102.66 % | 103.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,000 EUR | 515,500 EUR | 100.00% | 100.00% |
03/10/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,450 EUR | 514,950 EUR | 100.00% | 100.00% |
02/10/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,672 EUR | 515,172 EUR | 100.00% | 100.00% |
01/10/2024 | 0.47% | 102.58 % | 102.97 % | 500,000 | 500,000 | 500,319 | 500,319 | 513,675 EUR | 516,110 EUR | 100.00% | 100.00% |
30/09/2024 | 0.49% | 102.73 % | 103.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,235 EUR | 515,735 EUR | 100.00% | 100.00% |
27/09/2024 | 0.49% | 102.92 % | 103.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,201 EUR | 516,701 EUR | 89.20% | 89.20% |
26/09/2024 | 0.49% | 102.81 % | 103.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,909 EUR | 516,409 EUR | 87.25% | 87.25% |
25/09/2024 | 0.49% | 102.61 % | 103.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,077 EUR | 515,577 EUR | 99.16% | 99.16% |