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% | 102.48 % | 102.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,414 EUR | 514,914 EUR | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.36 % | 102.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,932 EUR | 514,432 EUR | 89.36% | 89.36% |
18/11/2024 | 0.49% | 102.41 % | 102.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,121 EUR | 514,621 EUR | 99.66% | 99.66% |
15/11/2024 | 0.49% | 102.42 % | 102.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,090 EUR | 514,590 EUR | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.38 % | 102.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,874 EUR | 514,374 EUR | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.32 % | 102.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,638 EUR | 514,138 EUR | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.34 % | 102.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,833 EUR | 514,333 EUR | 98.72% | 98.72% |
11/11/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,763 EUR | 514,263 EUR | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,594 EUR | 514,094 EUR | 99.82% | 99.82% |
07/11/2024 | 0.49% | 102.32 % | 102.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,628 EUR | 514,128 EUR | 100.00% | 100.00% |