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 | 0.49% | 102.03 % | 102.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,173 EUR | 512,673 EUR | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.02 % | 102.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,089 EUR | 512,589 EUR | 89.36% | 89.36% |
18/11/2024 | 0.49% | 102.03 % | 102.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,137 EUR | 512,637 EUR | 99.67% | 99.67% |
15/11/2024 | 0.49% | 101.64 % | 102.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,306 EUR | 510,806 EUR | 100.00% | 100.00% |
14/11/2024 | 0.49% | 101.66 % | 102.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,189 EUR | 510,689 EUR | 100.00% | 100.00% |
13/11/2024 | 0.49% | 101.58 % | 102.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,842 EUR | 510,342 EUR | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,425 EUR | 510,925 EUR | 98.71% | 98.71% |
11/11/2024 | 0.49% | 101.74 % | 102.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,732 EUR | 511,232 EUR | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,311 EUR | 511,811 EUR | 99.84% | 99.84% |
07/11/2024 | 0.49% | 101.89 % | 102.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,076 EUR | 511,576 EUR | 100.00% | 100.00% |