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 | 0.31% | 101.30 % | 101.60 % | 500,000 | 500,000 | 494,940 | 494,940 | 501,462 EUR | 502,949 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 101.30 % | 101.60 % | 500,000 | 500,000 | 494,968 | 494,968 | 501,411 EUR | 502,899 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 101.40 % | 101.70 % | 500,000 | 500,000 | 494,971 | 494,971 | 501,901 EUR | 503,388 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 101.30 % | 101.80 % | 500,000 | 500,000 | 494,969 | 494,969 | 501,253 EUR | 503,730 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 101.40 % | 101.70 % | 500,000 | 500,000 | 494,927 | 494,927 | 501,829 EUR | 503,316 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 101.40 % | 101.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 501,916 EUR | 503,404 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 101.40 % | 101.70 % | 500,000 | 500,000 | 494,975 | 494,975 | 501,895 EUR | 503,383 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 101.40 % | 101.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 501,899 EUR | 503,387 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 101.50 % | 101.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 502,347 EUR | 503,835 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 101.50 % | 101.80 % | 500,000 | 500,000 | 494,930 | 494,930 | 502,354 EUR | 503,841 EUR | 99.23% | 99.23% |