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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/10/2024 | 0.98% | 81.98 % | 82.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,976 EUR | 205,976 EUR | 100.00% | 100.00% |
11/10/2024 | 0.97% | 81.51 % | 82.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,180 EUR | 207,180 EUR | 100.00% | 100.00% |
10/10/2024 | 0.96% | 82.12 % | 82.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,388 EUR | 208,388 EUR | 100.00% | 100.00% |
09/10/2024 | 0.97% | 82.38 % | 83.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,351 EUR | 206,351 EUR | 100.00% | 100.00% |
08/10/2024 | 0.99% | 78.99 % | 79.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,196 EUR | 201,186 EUR | 100.00% | 100.00% |
07/10/2024 | 1.00% | 76.10 % | 76.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 188,168 EUR | 190,057 EUR | 100.00% | 100.00% |
04/10/2024 | 1.00% | 76.00 % | 76.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,809 EUR | 189,697 EUR | 99.87% | 99.87% |
03/10/2024 | 1.00% | 72.56 % | 73.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 182,448 EUR | 184,280 EUR | 99.77% | 99.77% |
02/10/2024 | 1.00% | 74.61 % | 75.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 188,136 EUR | 190,025 EUR | 99.99% | 99.99% |
01/10/2024 | 1.00% | 77.03 % | 77.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,761 EUR | 194,699 EUR | 77.67% | 77.67% |