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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,712 EUR | 509,212 EUR | 100.00% | 100.00% |
12/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,230 EUR | 507,730 EUR | 98.71% | 98.71% |
11/11/2024 | 0.49% | 101.19 % | 101.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,868 EUR | 508,368 EUR | 100.00% | 100.00% |
08/11/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,993 EUR | 507,493 EUR | 99.84% | 99.84% |
07/11/2024 | 0.49% | 101.07 % | 101.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,202 EUR | 507,702 EUR | 100.00% | 100.00% |
06/11/2024 | 0.50% | 99.58 % | 100.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,846 EUR | 502,346 EUR | 100.00% | 100.00% |
05/11/2024 | 0.50% | 100.01 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,150 EUR | 501,650 EUR | 100.00% | 100.00% |
04/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,812 EUR | 500,312 EUR | 100.00% | 100.00% |
01/11/2024 | 0.50% | 99.27 % | 99.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,317 EUR | 499,817 EUR | 98.84% | 98.84% |
31/10/2024 | 0.50% | 99.47 % | 99.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,087 EUR | 499,587 EUR | 100.00% | 100.00% |