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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.77% | 103.40 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,000 EUR | 521,000 EUR | 100.00% | 100.00% |
19/11/2024 | 0.77% | 103.39 % | 104.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,950 EUR | 520,950 EUR | 89.36% | 89.36% |
18/11/2024 | 0.77% | 103.38 % | 104.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,900 EUR | 520,900 EUR | 99.66% | 99.66% |
15/11/2024 | 0.77% | 103.37 % | 104.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,850 EUR | 520,850 EUR | 100.00% | 100.00% |
14/11/2024 | 0.77% | 103.36 % | 104.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,800 EUR | 520,800 EUR | 100.00% | 100.00% |
13/11/2024 | 0.77% | 103.33 % | 104.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,650 EUR | 520,650 EUR | 100.00% | 100.00% |
12/11/2024 | 0.77% | 103.32 % | 104.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,600 EUR | 520,600 EUR | 98.70% | 98.70% |
11/11/2024 | 0.77% | 103.31 % | 104.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,550 EUR | 520,550 EUR | 100.00% | 100.00% |
08/11/2024 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,500 EUR | 520,500 EUR | 99.84% | 99.84% |
07/11/2024 | 0.77% | 103.29 % | 104.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,450 EUR | 520,450 EUR | 100.00% | 100.00% |