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 | 0.32% | 99.80 % | 100.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,212 EUR | 495,746 EUR | 100.00% | 100.00% |
24/09/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,474 EUR | 496,011 EUR | 100.00% | 100.00% |
23/09/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,980 EUR | 495,517 EUR | 100.00% | 100.00% |
20/09/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,958 | 494,958 | 494,659 EUR | 496,196 EUR | 99.76% | 99.76% |
19/09/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,958 | 494,958 | 494,683 EUR | 496,218 EUR | 99.76% | 99.76% |
18/09/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,300 EUR | 495,836 EUR | 100.00% | 100.00% |
12/09/2024 | 0.32% | 99.70 % | 100.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,798 EUR | 495,335 EUR | 100.00% | 100.00% |
11/09/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,631 EUR | 495,168 EUR | 100.00% | 100.00% |
10/09/2024 | 0.32% | 99.70 % | 100.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,886 EUR | 495,423 EUR | 100.00% | 100.00% |
09/09/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,602 EUR | 495,139 EUR | 100.00% | 100.00% |