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 | 0.49% | 101.63 % | 102.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,712 EUR | 510,212 EUR | 100.00% | 100.00% |
19/11/2024 | 0.49% | 101.49 % | 101.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,730 EUR | 510,230 EUR | 89.36% | 89.36% |
18/11/2024 | 0.49% | 101.23 % | 101.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,984 EUR | 508,484 EUR | 99.67% | 99.67% |
15/11/2024 | 0.49% | 100.86 % | 101.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,811 EUR | 507,311 EUR | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.94 % | 101.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,094 EUR | 505,594 EUR | 100.00% | 100.00% |
13/11/2024 | 0.49% | 100.86 % | 101.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,274 EUR | 507,774 EUR | 100.00% | 100.00% |
12/11/2024 | 0.49% | 101.08 % | 101.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,194 EUR | 507,694 EUR | 98.73% | 98.73% |
11/11/2024 | 0.49% | 101.37 % | 101.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,528 EUR | 511,028 EUR | 100.00% | 100.00% |
08/11/2024 | 0.49% | 101.87 % | 102.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,840 EUR | 511,340 EUR | 99.83% | 99.83% |
07/11/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,924 EUR | 511,424 EUR | 100.00% | 100.00% |