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% | 102.22 % | 102.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,137 EUR | 513,637 EUR | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.23 % | 102.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,188 EUR | 513,688 EUR | 89.36% | 89.36% |
18/11/2024 | 0.49% | 102.24 % | 102.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,162 EUR | 513,662 EUR | 99.66% | 99.66% |
15/11/2024 | 0.49% | 102.19 % | 102.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,996 EUR | 513,496 EUR | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.19 % | 102.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,902 EUR | 513,402 EUR | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.14 % | 102.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,674 EUR | 513,174 EUR | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.12 % | 102.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,680 EUR | 513,180 EUR | 98.71% | 98.71% |
11/11/2024 | 0.49% | 102.13 % | 102.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,651 EUR | 513,151 EUR | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.11 % | 102.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,485 EUR | 512,985 EUR | 99.83% | 99.83% |
07/11/2024 | 0.49% | 102.06 % | 102.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,309 EUR | 512,809 EUR | 100.00% | 100.00% |