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% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,178 EUR | 503,678 EUR | 100.00% | 100.00% |
19/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,512 EUR | 504,012 EUR | 100.00% | 100.00% |
18/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,501 EUR | 504,001 EUR | 100.00% | 100.00% |
15/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 EUR | 504,500 EUR | 100.00% | 100.00% |
14/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,788 EUR | 504,288 EUR | 99.10% | 99.10% |
13/11/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,499 EUR | 503,999 EUR | 100.00% | 100.00% |
12/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,486 EUR | 503,986 EUR | 100.00% | 100.00% |
11/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 EUR | 504,500 EUR | 100.00% | 100.00% |
08/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,971 EUR | 504,471 EUR | 100.00% | 100.00% |
07/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,940 EUR | 504,440 EUR | 100.00% | 100.00% |