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% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,940 | 494,940 | 497,910 EUR | 499,446 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,968 | 494,968 | 497,938 EUR | 499,475 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,073 EUR | 499,610 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 497,447 EUR | 499,925 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,925 | 494,925 | 498,390 EUR | 499,927 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,434 EUR | 499,971 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,973 | 494,973 | 498,438 EUR | 499,975 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,434 EUR | 499,971 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,434 EUR | 499,971 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,931 | 494,931 | 498,395 EUR | 499,932 EUR | 99.23% | 99.23% |