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 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,939 | 494,939 | 496,918 EUR | 498,455 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,949 EUR | 498,486 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,949 EUR | 498,486 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 494,825 | 494,825 | 496,447 EUR | 498,924 EUR | 97.21% | 97.21% |
14/11/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,925 | 494,925 | 496,897 EUR | 498,434 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,897 EUR | 498,434 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,971 | 494,971 | 496,951 EUR | 498,488 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,949 EUR | 498,486 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,949 EUR | 498,486 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,930 | 494,930 | 496,927 EUR | 498,464 EUR | 99.23% | 99.23% |