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 | 0.49% | 102.06 % | 102.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,798 EUR | 514,298 EUR | 94.52% | 94.52% |
19/11/2024 | 0.49% | 101.59 % | 102.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,968 EUR | 508,468 EUR | 89.37% | 89.37% |
18/11/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,309 EUR | 509,809 EUR | 99.66% | 99.66% |
15/11/2024 | 0.49% | 101.16 % | 101.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,953 EUR | 510,453 EUR | 94.74% | 94.74% |
14/11/2024 | 0.49% | 101.91 % | 102.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,255 EUR | 510,755 EUR | 100.00% | 100.00% |
13/11/2024 | 0.49% | 100.66 % | 101.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,058 EUR | 506,558 EUR | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.19 % | 101.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,711 EUR | 511,211 EUR | 98.71% | 98.71% |
11/11/2024 | 0.49% | 101.98 % | 102.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,542 EUR | 513,042 EUR | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.87 % | 102.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,964 EUR | 513,464 EUR | 99.31% | 99.31% |
07/11/2024 | 0.49% | 101.76 % | 102.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,835 EUR | 510,335 EUR | 94.65% | 94.65% |