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% | 106.44 % | 106.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,216 EUR | 534,716 EUR | 100.00% | 100.00% |
19/11/2024 | 0.47% | 106.42 % | 106.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,134 EUR | 534,634 EUR | 89.37% | 89.37% |
18/11/2024 | 0.47% | 106.41 % | 106.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,074 EUR | 534,574 EUR | 99.67% | 99.67% |
15/11/2024 | 0.47% | 106.41 % | 106.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,042 EUR | 534,542 EUR | 100.00% | 100.00% |
14/11/2024 | 0.47% | 106.39 % | 106.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,923 EUR | 534,423 EUR | 100.00% | 100.00% |
13/11/2024 | 0.47% | 106.34 % | 106.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,751 EUR | 534,251 EUR | 100.00% | 100.00% |
12/11/2024 | 0.47% | 106.35 % | 106.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,798 EUR | 534,298 EUR | 98.72% | 98.72% |
11/11/2024 | 0.47% | 106.35 % | 106.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,753 EUR | 534,253 EUR | 100.00% | 100.00% |
08/11/2024 | 0.47% | 106.33 % | 106.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,659 EUR | 534,159 EUR | 99.84% | 99.84% |
07/11/2024 | 0.47% | 106.32 % | 106.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,598 EUR | 534,098 EUR | 100.00% | 100.00% |