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 | 0.81% | 101.30 % | 102.10 % | 500,000 | 100,000 | 494,942 | 98,988 | 502,079 EUR | 101,209 EUR | 99.37% | 99.37% |
19/11/2024 | 0.81% | 101.20 % | 102.00 % | 500,000 | 100,000 | 494,969 | 98,994 | 500,720 EUR | 100,937 EUR | 100.00% | 100.00% |
18/11/2024 | 0.81% | 101.00 % | 101.80 % | 500,000 | 100,000 | 494,970 | 98,994 | 500,211 EUR | 100,835 EUR | 100.00% | 100.00% |
15/11/2024 | 1.00% | 101.70 % | 102.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 502,891 EUR | 507,846 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 101.20 % | 102.00 % | 500,000 | 500,000 | 494,924 | 494,924 | 500,551 EUR | 504,515 EUR | 99.10% | 99.10% |
13/11/2024 | 0.81% | 101.30 % | 102.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 501,480 EUR | 505,445 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.50 % | 102.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 502,818 EUR | 506,783 EUR | 100.00% | 100.00% |
11/11/2024 | 0.81% | 101.30 % | 102.10 % | 500,000 | 500,000 | 494,971 | 494,971 | 500,968 EUR | 504,933 EUR | 100.00% | 100.00% |
08/11/2024 | 0.81% | 101.10 % | 101.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,846 EUR | 504,811 EUR | 100.00% | 100.00% |
07/11/2024 | 0.81% | 101.00 % | 101.80 % | 500,000 | 500,000 | 494,930 | 494,930 | 499,465 EUR | 503,430 EUR | 99.23% | 99.23% |