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% | 102.64 % | 103.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,046 EUR | 515,546 EUR | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.59 % | 103.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,270 EUR | 514,770 EUR | 89.36% | 89.36% |
18/11/2024 | 0.49% | 102.61 % | 103.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,226 EUR | 515,726 EUR | 99.66% | 99.66% |
15/11/2024 | 0.49% | 102.67 % | 103.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,527 EUR | 516,027 EUR | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.72 % | 103.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,667 EUR | 515,167 EUR | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.57 % | 103.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,310 EUR | 514,810 EUR | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,418 EUR | 514,918 EUR | 98.72% | 98.72% |
11/11/2024 | 0.49% | 102.41 % | 102.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,192 EUR | 514,692 EUR | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.41 % | 102.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,034 EUR | 514,534 EUR | 99.84% | 99.84% |
07/11/2024 | 0.49% | 102.54 % | 103.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,898 EUR | 514,398 EUR | 100.00% | 100.00% |