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% | 98.05 % | 98.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,876 EUR | 492,438 EUR | 99.38% | 99.38% |
24/09/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,932 EUR | 492,966 EUR | 96.52% | 96.52% |
23/09/2024 | 0.51% | 98.00 % | 98.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,526 EUR | 491,763 EUR | 99.38% | 99.38% |
20/09/2024 | 0.51% | 97.85 % | 98.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,339 EUR | 492,169 EUR | 99.38% | 99.38% |
19/09/2024 | 0.51% | 97.65 % | 98.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,571 EUR | 489,786 EUR | 99.38% | 99.38% |
18/09/2024 | 0.51% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,807 EUR | 487,903 EUR | 99.38% | 99.38% |
12/09/2024 | 0.52% | 95.55 % | 96.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,104 EUR | 481,052 EUR | 99.37% | 99.37% |
11/09/2024 | 0.52% | 95.00 % | 95.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,119 EUR | 478,555 EUR | 99.38% | 99.38% |
10/09/2024 | 0.52% | 94.95 % | 95.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,133 EUR | 480,066 EUR | 99.38% | 99.38% |
09/09/2024 | 0.52% | 95.65 % | 96.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,231 EUR | 480,616 EUR | 99.37% | 99.37% |