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 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,115 EUR | 508,115 EUR | 97.95% | 97.95% |
19/11/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,400 EUR | 508,400 EUR | 100.00% | 100.00% |
18/11/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,101 EUR | 509,101 EUR | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,542 EUR | 508,542 EUR | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,611 EUR | 508,611 EUR | 100.00% | 100.00% |
13/11/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,310 EUR | 508,310 EUR | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,239 EUR | 508,239 EUR | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,769 EUR | 508,769 EUR | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,422 EUR | 508,422 EUR | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,394 EUR | 507,394 EUR | 99.24% | 99.24% |