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 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,288 EUR | 507,788 EUR | 100.00% | 100.00% |
19/11/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,446 EUR | 508,946 EUR | 100.00% | 100.00% |
18/11/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,488 EUR | 509,988 EUR | 100.00% | 100.00% |
15/11/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,861 EUR | 509,361 EUR | 100.00% | 100.00% |
14/11/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,687 EUR | 509,187 EUR | 99.10% | 99.10% |
13/11/2024 | 0.29% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,876 EUR | 509,376 EUR | 100.00% | 100.00% |
12/11/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,292 EUR | 508,792 EUR | 100.00% | 100.00% |
11/11/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,555 EUR | 508,055 EUR | 100.00% | 100.00% |
08/11/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,026 EUR | 507,526 EUR | 100.00% | 100.00% |
07/11/2024 | 0.29% | 101.60 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,548 EUR | 510,048 EUR | 99.76% | 99.76% |