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% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,944 | 494,944 | 498,409 EUR | 499,896 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,434 EUR | 499,922 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,971 | 494,971 | 498,577 EUR | 500,064 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,409 EUR | 500,886 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.80 % | 101.10 % | 500,000 | 500,000 | 494,927 | 494,927 | 498,731 EUR | 500,218 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.80 % | 101.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,929 EUR | 500,417 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.80 % | 101.10 % | 500,000 | 500,000 | 494,975 | 494,975 | 498,838 EUR | 500,326 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.80 % | 101.10 % | 500,000 | 500,000 | 494,973 | 494,973 | 498,932 EUR | 500,420 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.80 % | 101.10 % | 500,000 | 500,000 | 494,967 | 494,967 | 498,926 EUR | 500,414 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.80 % | 101.10 % | 500,000 | 500,000 | 494,931 | 494,931 | 499,012 EUR | 500,500 EUR | 99.23% | 99.23% |