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 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,403 EUR | 506,403 EUR | 97.94% | 97.94% |
19/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,699 EUR | 506,699 EUR | 100.00% | 100.00% |
18/11/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,076 EUR | 507,076 EUR | 100.00% | 100.00% |
15/11/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,940 EUR | 506,940 EUR | 97.21% | 97.21% |
14/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,068 EUR | 506,068 EUR | 100.00% | 100.00% |
13/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,825 EUR | 505,825 EUR | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,264 EUR | 507,264 EUR | 100.00% | 100.00% |
11/11/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 EUR | 508,000 EUR | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,363 EUR | 506,363 EUR | 100.00% | 100.00% |
07/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,726 EUR | 506,726 EUR | 99.23% | 99.23% |