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 | 0.47% | 106.91 % | 107.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,550 EUR | 537,050 EUR | 100.00% | 100.00% |
19/11/2024 | 0.47% | 106.90 % | 107.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,500 EUR | 537,000 EUR | 89.38% | 89.38% |
18/11/2024 | 0.47% | 106.89 % | 107.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,450 EUR | 536,950 EUR | 99.67% | 99.67% |
15/11/2024 | 0.47% | 106.88 % | 107.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,400 EUR | 536,900 EUR | 100.00% | 100.00% |
14/11/2024 | 0.47% | 106.87 % | 107.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,350 EUR | 536,850 EUR | 100.00% | 100.00% |
13/11/2024 | 0.47% | 106.84 % | 107.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,200 EUR | 536,700 EUR | 100.00% | 100.00% |
12/11/2024 | 0.47% | 106.83 % | 107.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,150 EUR | 536,650 EUR | 98.71% | 98.71% |
11/11/2024 | 0.47% | 106.82 % | 107.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,100 EUR | 536,600 EUR | 100.00% | 100.00% |
08/11/2024 | 0.47% | 106.81 % | 107.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,050 EUR | 536,550 EUR | 99.84% | 99.84% |
07/11/2024 | 0.47% | 106.80 % | 107.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,000 EUR | 536,500 EUR | 100.00% | 100.00% |