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 | 0.73% | 95.28 % | 95.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,643 EUR | 143,693 EUR | 98.55% | 98.55% |
24/09/2024 | 0.73% | 95.53 % | 96.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,422 EUR | 143,472 EUR | 99.08% | 99.08% |
23/09/2024 | 0.74% | 94.38 % | 95.08 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,584 EUR | 142,634 EUR | 99.39% | 99.39% |
20/09/2024 | 0.76% | 92.20 % | 92.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,727 EUR | 138,777 EUR | 95.67% | 95.67% |
19/09/2024 | 0.75% | 90.95 % | 91.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,278 EUR | 141,328 EUR | 99.39% | 99.39% |
18/09/2024 | 0.73% | 95.09 % | 95.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,974 EUR | 144,024 EUR | 99.39% | 99.39% |
12/09/2024 | 0.73% | 95.18 % | 95.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,523 EUR | 144,573 EUR | 99.32% | 99.32% |
11/09/2024 | 0.73% | 95.39 % | 96.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,512 EUR | 144,562 EUR | 99.39% | 99.39% |
10/09/2024 | 0.72% | 95.93 % | 96.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,450 EUR | 145,500 EUR | 99.39% | 99.39% |
09/09/2024 | 0.74% | 95.40 % | 96.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,289 EUR | 143,339 EUR | 99.39% | 99.39% |