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 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,499 EUR | 517,999 EUR | 100.00% | 100.00% |
19/11/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,500 EUR | 518,000 EUR | 100.00% | 100.00% |
18/11/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,563 EUR | 518,063 EUR | 100.00% | 100.00% |
15/11/2024 | 0.29% | 103.40 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,000 EUR | 518,500 EUR | 100.00% | 100.00% |
14/11/2024 | 0.29% | 103.50 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,199 EUR | 518,699 EUR | 99.10% | 99.10% |
13/11/2024 | 0.29% | 103.20 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,943 EUR | 517,443 EUR | 100.00% | 100.00% |
12/11/2024 | 0.29% | 103.20 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,105 EUR | 517,605 EUR | 100.00% | 100.00% |
11/11/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,500 EUR | 518,000 EUR | 100.00% | 100.00% |
08/11/2024 | 0.29% | 103.20 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,155 EUR | 517,655 EUR | 100.00% | 100.00% |
07/11/2024 | 0.29% | 103.40 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,562 EUR | 518,062 EUR | 100.00% | 100.00% |