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 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,723 EUR | 500,223 EUR | 100.00% | 100.00% |
24/09/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,543 EUR | 501,043 EUR | 100.00% | 100.00% |
23/09/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,099 EUR | 500,599 EUR | 100.00% | 100.00% |
20/09/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,485 EUR | 500,985 EUR | 100.00% | 100.00% |
19/09/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,752 EUR | 501,252 EUR | 99.76% | 99.76% |
18/09/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,766 EUR | 500,266 EUR | 100.00% | 100.00% |
12/09/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,183 EUR | 498,683 EUR | 100.00% | 100.00% |
11/09/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,841 EUR | 498,341 EUR | 100.00% | 100.00% |
10/09/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,409 EUR | 498,909 EUR | 100.00% | 100.00% |
09/09/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,073 EUR | 499,573 EUR | 100.00% | 100.00% |