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% | 99.90 % | 100.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,208 EUR | 495,742 EUR | 100.00% | 100.00% |
24/09/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,103 EUR | 495,640 EUR | 100.00% | 100.00% |
23/09/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,294 EUR | 493,831 EUR | 100.00% | 100.00% |
20/09/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 491,219 EUR | 492,756 EUR | 100.00% | 100.00% |
19/09/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,958 | 494,958 | 495,557 EUR | 497,092 EUR | 99.76% | 99.76% |
18/09/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 492,825 EUR | 494,361 EUR | 100.00% | 100.00% |
12/09/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 491,071 EUR | 492,608 EUR | 100.00% | 100.00% |
11/09/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 488,249 EUR | 489,786 EUR | 100.00% | 100.00% |
10/09/2024 | 0.32% | 98.30 % | 98.61 % | 500,000 | 500,000 | 494,968 | 494,968 | 487,911 EUR | 489,448 EUR | 100.00% | 100.00% |
09/09/2024 | 0.33% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 486,892 EUR | 488,429 EUR | 100.00% | 100.00% |