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% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,893 | 494,893 | 498,357 EUR | 499,893 EUR | 98.41% | 98.41% |
19/11/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,891 | 494,891 | 498,830 EUR | 500,367 EUR | 98.48% | 98.48% |
18/11/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,971 | 494,971 | 498,393 EUR | 499,930 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 494,921 | 494,921 | 497,888 EUR | 500,366 EUR | 99.04% | 99.04% |
14/11/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,924 | 494,924 | 497,909 EUR | 499,446 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,957 | 494,957 | 498,133 EUR | 499,670 EUR | 99.74% | 99.74% |
12/11/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 499,040 EUR | 500,577 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,973 | 494,973 | 498,766 EUR | 500,304 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,394 EUR | 499,931 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 101.20 % | 101.51 % | 500,000 | 500,000 | 494,832 | 494,832 | 499,102 EUR | 500,638 EUR | 97.34% | 97.34% |