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% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,324 EUR | 510,324 EUR | 98.58% | 98.58% |
19/11/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,081 EUR | 510,081 EUR | 100.00% | 100.00% |
18/11/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,005 EUR | 511,005 EUR | 100.00% | 100.00% |
15/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,003 EUR | 510,003 EUR | 100.00% | 100.00% |
14/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,990 EUR | 509,990 EUR | 99.23% | 99.23% |
13/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,808 EUR | 508,808 EUR | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,892 EUR | 508,892 EUR | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,055 EUR | 509,055 EUR | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,604 EUR | 508,604 EUR | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,772 EUR | 508,772 EUR | 99.23% | 99.23% |