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 | 0.47% | 105.11 % | 105.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,550 EUR | 528,050 EUR | 100.00% | 100.00% |
19/11/2024 | 0.47% | 105.10 % | 105.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,500 EUR | 528,000 EUR | 89.36% | 89.36% |
18/11/2024 | 0.47% | 105.09 % | 105.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,450 EUR | 527,950 EUR | 99.66% | 99.66% |
15/11/2024 | 0.47% | 105.08 % | 105.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,400 EUR | 527,900 EUR | 100.00% | 100.00% |
14/11/2024 | 0.47% | 105.07 % | 105.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,350 EUR | 527,850 EUR | 100.00% | 100.00% |
13/11/2024 | 0.47% | 105.04 % | 105.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,200 EUR | 527,700 EUR | 100.00% | 100.00% |
12/11/2024 | 0.47% | 105.03 % | 105.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,150 EUR | 527,650 EUR | 98.72% | 98.72% |
11/11/2024 | 0.47% | 105.02 % | 105.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,100 EUR | 527,600 EUR | 100.00% | 100.00% |
08/11/2024 | 0.48% | 105.01 % | 105.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,050 EUR | 527,550 EUR | 99.83% | 99.83% |
07/11/2024 | 0.48% | 105.00 % | 105.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,000 EUR | 527,500 EUR | 100.00% | 100.00% |