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% | 104.30 % | 104.60 % | 500,000 | 500,000 | 494,972 | 494,972 | 516,503 EUR | 517,991 EUR | 100.00% | 100.00% |
19/11/2024 | 0.30% | 103.60 % | 103.90 % | 500,000 | 500,000 | 494,968 | 494,968 | 513,172 EUR | 514,659 EUR | 100.00% | 100.00% |
18/11/2024 | 0.30% | 103.40 % | 103.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 512,456 EUR | 513,943 EUR | 100.00% | 100.00% |
15/11/2024 | 0.49% | 103.90 % | 104.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 516,265 EUR | 518,742 EUR | 100.00% | 100.00% |
14/11/2024 | 0.30% | 104.40 % | 104.70 % | 500,000 | 500,000 | 494,927 | 494,927 | 515,608 EUR | 517,095 EUR | 99.10% | 99.10% |
13/11/2024 | 0.30% | 104.60 % | 104.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 517,740 EUR | 519,228 EUR | 100.00% | 100.00% |
12/11/2024 | 0.30% | 104.90 % | 105.20 % | 500,000 | 500,000 | 494,975 | 494,975 | 519,297 EUR | 520,784 EUR | 100.00% | 100.00% |
11/11/2024 | 0.29% | 105.20 % | 105.50 % | 500,000 | 500,000 | 494,971 | 494,971 | 520,390 EUR | 521,877 EUR | 100.00% | 100.00% |
08/11/2024 | 0.30% | 104.80 % | 105.10 % | 500,000 | 500,000 | 494,874 | 494,874 | 516,749 EUR | 518,236 EUR | 98.13% | 98.13% |
07/11/2024 | 0.30% | 105.20 % | 105.50 % | 500,000 | 500,000 | 492,160 | 492,160 | 518,891 EUR | 520,384 EUR | 98.41% | 98.41% |