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 | 0.34% | 94.20 % | 94.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 466,337 EUR | 467,870 EUR | 100.00% | 100.00% |
24/09/2024 | 0.34% | 94.50 % | 94.81 % | 500,000 | 500,000 | 494,971 | 494,971 | 469,033 EUR | 470,570 EUR | 100.00% | 100.00% |
23/09/2024 | 0.35% | 94.30 % | 94.61 % | 500,000 | 500,000 | 494,665 | 494,665 | 459,607 EUR | 461,144 EUR | 99.19% | 99.19% |
20/09/2024 | 0.34% | 93.50 % | 93.81 % | 500,000 | 500,000 | 494,930 | 494,930 | 468,668 EUR | 470,205 EUR | 99.20% | 99.20% |
19/09/2024 | 0.34% | 94.70 % | 95.01 % | 500,000 | 500,000 | 494,958 | 494,958 | 469,064 EUR | 470,600 EUR | 99.76% | 99.76% |
18/09/2024 | 0.35% | 92.90 % | 93.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 458,356 EUR | 459,892 EUR | 100.00% | 100.00% |
12/09/2024 | 0.36% | 89.10 % | 89.41 % | 500,000 | 500,000 | 494,969 | 494,969 | 443,356 EUR | 444,893 EUR | 100.00% | 100.00% |
11/09/2024 | 0.36% | 88.60 % | 88.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 440,534 EUR | 442,071 EUR | 100.00% | 100.00% |
10/09/2024 | 0.36% | 87.80 % | 88.11 % | 500,000 | 500,000 | 494,968 | 494,968 | 434,170 EUR | 435,707 EUR | 100.00% | 100.00% |
09/09/2024 | 0.36% | 88.30 % | 88.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 441,341 EUR | 442,878 EUR | 100.00% | 100.00% |