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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.49% | 102.59 % | 103.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,966 EUR | 515,466 EUR | 100.00% | 100.00% |
22/11/2024 | 0.49% | 102.58 % | 103.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,928 EUR | 515,428 EUR | 100.00% | 100.00% |
20/11/2024 | 0.49% | 102.54 % | 103.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,700 EUR | 515,200 EUR | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.54 % | 103.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,696 EUR | 515,196 EUR | 89.36% | 89.36% |
18/11/2024 | 0.49% | 102.52 % | 103.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,631 EUR | 515,131 EUR | 99.67% | 99.67% |
15/11/2024 | 0.49% | 102.51 % | 103.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,550 EUR | 515,050 EUR | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,506 EUR | 515,006 EUR | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.48 % | 102.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,400 EUR | 514,900 EUR | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.47 % | 102.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,350 EUR | 514,850 EUR | 98.73% | 98.73% |
11/11/2024 | 0.49% | 102.46 % | 102.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,301 EUR | 514,801 EUR | 100.00% | 100.00% |