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% | 101.00 % | 101.30 % | 500,000 | 500,000 | 494,944 | 494,944 | 500,215 EUR | 501,703 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 101.00 % | 101.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,643 EUR | 501,131 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 101.00 % | 101.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,919 EUR | 501,407 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.90 % | 101.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 499,462 EUR | 501,939 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 101.10 % | 101.40 % | 500,000 | 500,000 | 494,924 | 494,924 | 500,354 EUR | 501,842 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 101.10 % | 101.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,433 EUR | 501,921 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 101.10 % | 101.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,832 EUR | 502,320 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 101.40 % | 101.70 % | 500,000 | 500,000 | 494,919 | 494,919 | 501,837 EUR | 503,324 EUR | 99.01% | 99.01% |
08/11/2024 | 0.31% | 101.20 % | 101.50 % | 500,000 | 500,000 | 494,967 | 494,967 | 500,641 EUR | 502,128 EUR | 100.00% | 100.00% |
07/11/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 205,921 | 205,921 | 208,669 EUR | 209,287 EUR | 98.38% | 98.38% |