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 | 1.19% | 83.90 % | 84.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,710 EUR | 84,710 EUR | 98.22% | 98.22% |
24/09/2024 | 1.19% | 83.50 % | 84.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,855 EUR | 84,855 EUR | 84.09% | 84.09% |
23/09/2024 | 1.24% | 83.25 % | 84.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,265 EUR | 81,265 EUR | 97.47% | 97.47% |
20/09/2024 | 1.19% | 81.65 % | 82.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,235 EUR | 84,235 EUR | 96.83% | 96.83% |
19/09/2024 | 1.17% | 84.50 % | 85.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,663 EUR | 85,663 EUR | 98.40% | 98.40% |
18/09/2024 | 1.23% | 81.40 % | 82.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,099 EUR | 82,099 EUR | 98.47% | 98.47% |
12/09/2024 | 1.31% | 74.65 % | 75.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,682 EUR | 76,682 EUR | 83.22% | 83.22% |
11/09/2024 | 1.33% | 74.05 % | 74.85 % | 50,000 | 100,000 | 100,000 | 100,000 | 74,734 EUR | 75,734 EUR | 79.88% | 96.88% |
10/09/2024 | 1.38% | 72.70 % | 73.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 71,975 EUR | 72,975 EUR | 88.04% | 88.04% |
09/09/2024 | 1.31% | 74.40 % | 75.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,619 EUR | 76,619 EUR | 94.68% | 94.68% |