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 | 0.48% | 104.80 % | 105.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,138 EUR | 526,638 EUR | 100.00% | 100.00% |
19/11/2024 | 0.48% | 104.79 % | 105.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,922 EUR | 526,422 EUR | 89.36% | 89.36% |
18/11/2024 | 0.48% | 104.84 % | 105.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,099 EUR | 526,599 EUR | 99.67% | 99.67% |
15/11/2024 | 0.48% | 104.77 % | 105.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,989 EUR | 526,488 EUR | 100.00% | 100.00% |
14/11/2024 | 0.48% | 104.82 % | 105.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,016 EUR | 526,516 EUR | 100.00% | 100.00% |
13/11/2024 | 0.48% | 104.76 % | 105.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,792 EUR | 526,292 EUR | 100.00% | 100.00% |
12/11/2024 | 0.48% | 104.75 % | 105.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,851 EUR | 526,351 EUR | 98.73% | 98.73% |
11/11/2024 | 0.48% | 104.77 % | 105.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,850 EUR | 526,350 EUR | 100.00% | 100.00% |
08/11/2024 | 0.48% | 104.73 % | 105.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,625 EUR | 526,124 EUR | 99.83% | 99.83% |
07/11/2024 | 0.48% | 104.73 % | 105.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,595 EUR | 526,095 EUR | 100.00% | 100.00% |