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 | 0.47% | 105.33 % | 105.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,118 EUR | 529,618 EUR | 100.00% | 100.00% |
19/11/2024 | 0.47% | 105.33 % | 105.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,046 EUR | 529,546 EUR | 89.38% | 89.38% |
18/11/2024 | 0.47% | 105.58 % | 106.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,198 EUR | 529,698 EUR | 99.68% | 99.68% |
15/11/2024 | 0.47% | 105.39 % | 105.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,863 EUR | 529,363 EUR | 100.00% | 100.00% |
14/11/2024 | 0.47% | 105.29 % | 105.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,899 EUR | 528,399 EUR | 100.00% | 100.00% |
13/11/2024 | 0.48% | 104.85 % | 105.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,093 EUR | 526,593 EUR | 100.00% | 100.00% |
12/11/2024 | 0.47% | 104.68 % | 105.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,311 EUR | 527,811 EUR | 98.75% | 98.75% |
11/11/2024 | 0.47% | 105.19 % | 105.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,582 EUR | 529,082 EUR | 100.00% | 100.00% |
08/11/2024 | 0.47% | 105.10 % | 105.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,283 EUR | 528,783 EUR | 99.84% | 99.84% |
07/11/2024 | 0.47% | 105.47 % | 105.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,892 EUR | 529,392 EUR | 100.00% | 100.00% |