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 | 0.50% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,509 EUR | 496,755 EUR | 99.38% | 99.38% |
24/09/2024 | 0.50% | 98.90 % | 99.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,469 EUR | 497,234 EUR | 96.52% | 96.52% |
23/09/2024 | 0.51% | 98.35 % | 98.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,097 EUR | 494,048 EUR | 99.38% | 99.38% |
20/09/2024 | 0.51% | 98.00 % | 98.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,998 EUR | 493,499 EUR | 99.38% | 99.38% |
19/09/2024 | 0.50% | 99.25 % | 99.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,182 EUR | 497,591 EUR | 99.38% | 99.38% |
18/09/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,088 EUR | 494,044 EUR | 99.38% | 99.38% |
12/09/2024 | 0.52% | 95.95 % | 96.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,804 EUR | 483,402 EUR | 99.37% | 99.37% |
11/09/2024 | 0.52% | 96.10 % | 96.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,874 EUR | 480,437 EUR | 99.38% | 99.38% |
10/09/2024 | 0.51% | 95.95 % | 96.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,780 EUR | 490,390 EUR | 99.38% | 99.38% |
09/09/2024 | 0.50% | 98.85 % | 99.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,497 EUR | 497,248 EUR | 99.37% | 99.37% |