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% | 102.10 % | 102.40 % | 500,000 | 500,000 | 494,940 | 494,940 | 505,466 EUR | 506,954 EUR | 99.37% | 99.37% |
19/11/2024 | 0.30% | 102.10 % | 102.40 % | 500,000 | 500,000 | 494,968 | 494,968 | 505,459 EUR | 506,946 EUR | 100.00% | 100.00% |
18/11/2024 | 0.30% | 102.20 % | 102.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 505,814 EUR | 507,301 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 102.10 % | 102.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 505,357 EUR | 507,835 EUR | 100.00% | 100.00% |
14/11/2024 | 0.30% | 102.20 % | 102.50 % | 500,000 | 500,000 | 494,927 | 494,927 | 505,343 EUR | 506,831 EUR | 99.10% | 99.10% |
13/11/2024 | 0.30% | 102.10 % | 102.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 505,412 EUR | 506,900 EUR | 100.00% | 100.00% |
12/11/2024 | 0.30% | 102.20 % | 102.50 % | 500,000 | 500,000 | 494,976 | 494,976 | 505,866 EUR | 507,353 EUR | 100.00% | 100.00% |
11/11/2024 | 0.30% | 102.20 % | 102.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 505,552 EUR | 507,039 EUR | 100.00% | 100.00% |
08/11/2024 | 0.30% | 102.30 % | 102.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 506,296 EUR | 507,784 EUR | 100.00% | 100.00% |
07/11/2024 | 0.30% | 102.30 % | 102.60 % | 500,000 | 500,000 | 494,931 | 494,931 | 506,535 EUR | 508,022 EUR | 99.23% | 99.23% |