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% | 102.81 % | 103.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,192 EUR | 516,692 EUR | 100.00% | 100.00% |
19/11/2024 | 0.49% | 102.81 % | 103.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,095 EUR | 516,595 EUR | 89.38% | 89.38% |
18/11/2024 | 0.48% | 102.86 % | 103.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,326 EUR | 516,826 EUR | 99.66% | 99.66% |
15/11/2024 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,219 EUR | 516,719 EUR | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.84 % | 103.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,119 EUR | 516,619 EUR | 100.00% | 100.00% |
13/11/2024 | 0.49% | 102.79 % | 103.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,968 EUR | 516,468 EUR | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.78 % | 103.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,943 EUR | 516,443 EUR | 98.71% | 98.71% |
11/11/2024 | 0.49% | 102.79 % | 103.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,885 EUR | 516,385 EUR | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.64 % | 103.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,616 EUR | 516,116 EUR | 99.84% | 99.84% |
07/11/2024 | 0.49% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,717 EUR | 516,217 EUR | 100.00% | 100.00% |