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% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,830 EUR | 506,916 EUR | 95.46% | 95.46% |
19/11/2024 | 0.49% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,100 EUR | 506,552 EUR | 98.29% | 98.29% |
18/11/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,490 EUR | 507,246 EUR | 95.74% | 95.74% |
15/11/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,590 EUR | 507,296 EUR | 93.44% | 93.44% |
14/11/2024 | 0.49% | 101.00 % | 101.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,880 EUR | 507,441 EUR | 97.02% | 97.02% |
13/11/2024 | 0.49% | 101.05 % | 101.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,010,450 EUR | 507,726 EUR | 96.63% | 96.63% |
12/11/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,010,210 EUR | 507,603 EUR | 92.47% | 92.47% |
11/11/2024 | 0.49% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,010,750 EUR | 507,873 EUR | 94.73% | 94.73% |
08/11/2024 | 0.49% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,010,930 EUR | 507,964 EUR | 98.12% | 98.12% |
07/11/2024 | 0.49% | 101.10 % | 101.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,010,760 EUR | 507,882 EUR | 98.04% | 98.04% |