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 | 0.48% | 104.85 % | 105.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,325 EUR | 526,825 EUR | 100.00% | 100.00% |
19/11/2024 | 0.48% | 104.73 % | 105.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,621 EUR | 526,121 EUR | 89.36% | 89.36% |
18/11/2024 | 0.48% | 104.79 % | 105.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,875 EUR | 526,375 EUR | 99.67% | 99.67% |
15/11/2024 | 0.48% | 104.73 % | 105.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,628 EUR | 526,128 EUR | 100.00% | 100.00% |
14/11/2024 | 0.48% | 104.60 % | 105.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,948 EUR | 525,448 EUR | 100.00% | 100.00% |
13/11/2024 | 0.48% | 104.48 % | 104.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,797 EUR | 525,297 EUR | 100.00% | 100.00% |
12/11/2024 | 0.48% | 104.52 % | 105.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,999 EUR | 525,499 EUR | 98.72% | 98.72% |
11/11/2024 | 0.48% | 104.67 % | 105.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,578 EUR | 526,078 EUR | 100.00% | 100.00% |
08/11/2024 | 0.48% | 104.59 % | 105.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,079 EUR | 525,579 EUR | 99.83% | 99.83% |
07/11/2024 | 0.48% | 104.69 % | 105.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,381 EUR | 525,881 EUR | 100.00% | 100.00% |