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 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,365 EUR | 499,902 EUR | 100.00% | 100.00% |
12/09/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 497,945 EUR | 499,482 EUR | 100.00% | 100.00% |
11/09/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,420 EUR | 499,957 EUR | 99.99% | 99.99% |
10/09/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,968 | 494,968 | 497,951 EUR | 499,488 EUR | 100.00% | 100.00% |
09/09/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,048 EUR | 499,586 EUR | 100.00% | 100.00% |
06/09/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,408 EUR | 499,945 EUR | 100.00% | 100.00% |
05/09/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,973 | 494,973 | 498,892 EUR | 500,429 EUR | 100.00% | 100.00% |
04/09/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,971 | 494,971 | 498,514 EUR | 500,051 EUR | 100.00% | 100.00% |
03/09/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,973 | 494,973 | 498,367 EUR | 499,904 EUR | 100.00% | 100.00% |
30/08/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,845 EUR | 499,382 EUR | 100.00% | 100.00% |