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% | 103.81 % | 104.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,085 EUR | 521,585 EUR | 100.00% | 100.00% |
19/11/2024 | 0.48% | 103.81 % | 104.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,068 EUR | 521,568 EUR | 89.38% | 89.38% |
18/11/2024 | 0.48% | 103.83 % | 104.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,147 EUR | 521,647 EUR | 99.66% | 99.66% |
15/11/2024 | 0.48% | 103.81 % | 104.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,045 EUR | 521,545 EUR | 100.00% | 100.00% |
14/11/2024 | 0.48% | 103.77 % | 104.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,855 EUR | 521,355 EUR | 100.00% | 100.00% |
13/11/2024 | 0.48% | 103.75 % | 104.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,747 EUR | 521,247 EUR | 100.00% | 100.00% |
12/11/2024 | 0.48% | 103.75 % | 104.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,793 EUR | 521,293 EUR | 98.74% | 98.74% |
11/11/2024 | 0.48% | 103.75 % | 104.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,736 EUR | 521,236 EUR | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.73 % | 104.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,659 EUR | 521,159 EUR | 99.83% | 99.83% |
07/11/2024 | 0.48% | 103.72 % | 104.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,644 EUR | 521,144 EUR | 100.00% | 100.00% |