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 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,757 EUR | 494,379 EUR | 99.38% | 99.38% |
24/09/2024 | 0.51% | 98.35 % | 98.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,165 EUR | 494,583 EUR | 96.52% | 96.52% |
23/09/2024 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,039 EUR | 492,020 EUR | 99.38% | 99.38% |
20/09/2024 | 0.51% | 97.65 % | 98.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,290 EUR | 491,645 EUR | 99.38% | 99.38% |
19/09/2024 | 0.51% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,338 EUR | 495,169 EUR | 99.38% | 99.38% |
18/09/2024 | 0.51% | 98.15 % | 98.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,925 EUR | 492,462 EUR | 99.38% | 99.38% |
12/09/2024 | 0.52% | 96.45 % | 96.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,798 EUR | 485,399 EUR | 99.38% | 99.38% |
11/09/2024 | 0.52% | 96.45 % | 96.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 962,148 EUR | 483,574 EUR | 99.38% | 99.38% |
10/09/2024 | 0.51% | 96.70 % | 97.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,953 EUR | 490,976 EUR | 99.38% | 99.38% |
09/09/2024 | 0.51% | 98.60 % | 99.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,085 EUR | 495,542 EUR | 99.37% | 99.37% |