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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,500 EUR | 100,500 EUR | 100.00% | 100.00% |
24/09/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,500 EUR | 100,500 EUR | 100.00% | 100.00% |
23/09/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 EUR | 100,600 EUR | 100.00% | 100.00% |
20/09/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 EUR | 100,600 EUR | 100.00% | 100.00% |
19/09/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,500 EUR | 100,700 EUR | 99.77% | 99.77% |
18/09/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,500 EUR | 100,700 EUR | 100.00% | 100.00% |
12/09/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,134 EUR | 503,134 EUR | 100.00% | 100.00% |
11/09/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,999 EUR | 503,999 EUR | 100.00% | 100.00% |
10/09/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,934 EUR | 503,934 EUR | 100.00% | 100.00% |
09/09/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,497 EUR | 503,497 EUR | 100.00% | 100.00% |