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 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,194 EUR | 516,194 EUR | 98.27% | 98.27% |
19/11/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,235 EUR | 514,235 EUR | 99.82% | 99.82% |
18/11/2024 | 0.78% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,717 EUR | 517,717 EUR | 100.00% | 100.00% |
15/11/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,029 EUR | 517,029 EUR | 100.00% | 100.00% |
14/11/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,168 EUR | 517,168 EUR | 100.00% | 100.00% |
13/11/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,788 EUR | 516,788 EUR | 100.00% | 100.00% |
12/11/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,901 EUR | 516,901 EUR | 100.00% | 100.00% |
11/11/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,000 EUR | 515,000 EUR | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,219 EUR | 515,219 EUR | 100.00% | 100.00% |
07/11/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,190 EUR | 517,190 EUR | 99.76% | 99.76% |