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% | 101.27 % | 101.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,514 EUR | 510,014 EUR | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,572 EUR | 508,072 EUR | 89.36% | 89.36% |
18/11/2024 | 0.49% | 101.73 % | 102.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,115 EUR | 509,615 EUR | 99.67% | 99.67% |
15/11/2024 | 0.50% | 100.92 % | 101.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,131 EUR | 505,631 EUR | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.22 % | 100.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,436 EUR | 502,936 EUR | 100.00% | 100.00% |
13/11/2024 | 0.50% | 98.99 % | 99.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,964 EUR | 497,464 EUR | 100.00% | 100.00% |
12/11/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,420 EUR | 500,920 EUR | 98.73% | 98.73% |
11/11/2024 | 0.50% | 99.67 % | 100.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,402 EUR | 501,902 EUR | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.24 % | 99.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,366 EUR | 502,866 EUR | 99.84% | 99.84% |
07/11/2024 | 0.49% | 101.14 % | 101.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,342 EUR | 508,842 EUR | 100.00% | 100.00% |