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 | 0.82% | 100.20 % | 101.00 % | 500,000 | 500,000 | 494,939 | 494,939 | 496,176 EUR | 500,141 EUR | 99.37% | 99.37% |
19/11/2024 | 0.82% | 100.00 % | 100.80 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,041 EUR | 499,006 EUR | 100.00% | 100.00% |
18/11/2024 | 0.82% | 100.20 % | 101.00 % | 500,000 | 500,000 | 494,971 | 494,971 | 495,896 EUR | 499,861 EUR | 100.00% | 100.00% |
15/11/2024 | 1.01% | 100.20 % | 101.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,706 EUR | 500,660 EUR | 100.00% | 100.00% |
14/11/2024 | 0.82% | 99.80 % | 100.60 % | 500,000 | 500,000 | 494,913 | 494,913 | 493,661 EUR | 497,625 EUR | 98.85% | 98.85% |
13/11/2024 | 0.82% | 99.70 % | 100.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,091 EUR | 498,057 EUR | 100.00% | 100.00% |
12/11/2024 | 0.82% | 99.60 % | 100.40 % | 500,000 | 500,000 | 494,973 | 494,973 | 493,871 EUR | 497,836 EUR | 100.00% | 100.00% |
11/11/2024 | 0.82% | 100.10 % | 100.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,280 EUR | 500,245 EUR | 100.00% | 100.00% |
08/11/2024 | 0.82% | 100.00 % | 100.80 % | 500,000 | 500,000 | 494,945 | 494,945 | 495,052 EUR | 499,017 EUR | 99.51% | 99.51% |
07/11/2024 | 0.82% | 100.40 % | 101.20 % | 500,000 | 500,000 | 494,931 | 494,931 | 496,236 EUR | 500,201 EUR | 99.23% | 99.23% |