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 | 0.20% | 100.90 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,467 EUR | 505,467 EUR | 100.00% | 100.00% |
19/11/2024 | 0.20% | 100.80 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,049 EUR | 505,049 EUR | 100.00% | 100.00% |
18/11/2024 | 0.20% | 100.90 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,618 EUR | 505,618 EUR | 100.00% | 100.00% |
15/11/2024 | 0.20% | 101.10 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,759 EUR | 506,759 EUR | 100.00% | 100.00% |
14/11/2024 | 0.20% | 101.20 % | 101.40 % | 500,000 | 500,000 | 499,523 | 499,523 | 505,302 EUR | 506,302 EUR | 100.00% | 100.00% |
13/11/2024 | 0.20% | 101.00 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,659 EUR | 505,659 EUR | 100.00% | 100.00% |
12/11/2024 | 0.20% | 100.80 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,924 EUR | 505,924 EUR | 100.00% | 100.00% |
11/11/2024 | 0.20% | 101.20 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,176 EUR | 507,176 EUR | 100.00% | 100.00% |
08/11/2024 | 0.20% | 101.20 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,006 EUR | 507,006 EUR | 100.00% | 100.00% |
07/11/2024 | 0.20% | 101.50 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,123 EUR | 508,123 EUR | 100.00% | 100.00% |