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% | 101.38 % | 101.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,915 EUR | 509,415 EUR | 99.39% | 99.39% |
19/11/2024 | 0.49% | 101.41 % | 101.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,085 EUR | 509,585 EUR | 88.75% | 88.75% |
18/11/2024 | 0.49% | 101.42 % | 101.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,176 EUR | 509,676 EUR | 99.06% | 99.06% |
15/11/2024 | 0.49% | 101.44 % | 101.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,065 EUR | 509,565 EUR | 99.39% | 99.39% |
14/11/2024 | 0.49% | 101.41 % | 101.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,992 EUR | 509,492 EUR | 99.39% | 99.39% |
13/11/2024 | 0.49% | 100.84 % | 101.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,232 EUR | 506,732 EUR | 99.39% | 99.39% |
12/11/2024 | 0.49% | 100.86 % | 101.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,433 EUR | 506,933 EUR | 98.10% | 98.10% |
11/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,383 EUR | 506,883 EUR | 99.39% | 99.39% |
08/11/2024 | 0.49% | 100.92 % | 101.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,575 EUR | 507,075 EUR | 99.22% | 99.22% |
07/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,618 EUR | 507,118 EUR | 99.39% | 99.39% |