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% | 101.33 % | 101.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,619 EUR | 509,119 EUR | 100.00% | 100.00% |
07/10/2024 | 0.49% | 101.34 % | 101.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,398 EUR | 508,898 EUR | 99.93% | 99.93% |
04/10/2024 | 0.49% | 101.17 % | 101.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,554 EUR | 508,054 EUR | 100.00% | 100.00% |
03/10/2024 | 0.49% | 100.98 % | 101.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,324 EUR | 507,824 EUR | 100.00% | 100.00% |
02/10/2024 | 0.49% | 101.12 % | 101.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,513 EUR | 508,013 EUR | 100.00% | 100.00% |
01/10/2024 | 0.49% | 101.13 % | 101.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,421 EUR | 508,921 EUR | 100.00% | 100.00% |
30/09/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,291 EUR | 509,791 EUR | 100.00% | 100.00% |
27/09/2024 | 0.49% | 101.81 % | 102.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,699 EUR | 511,199 EUR | 89.16% | 89.16% |
26/09/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,994 EUR | 510,494 EUR | 87.27% | 87.27% |
25/09/2024 | 0.49% | 101.34 % | 101.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,850 EUR | 509,350 EUR | 99.16% | 99.16% |