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 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,940 | 494,940 | 499,290 EUR | 500,826 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,024 EUR | 500,561 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,929 EUR | 500,467 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 100.80 % | 101.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,929 EUR | 501,407 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 101.00 % | 101.31 % | 500,000 | 500,000 | 494,925 | 494,925 | 499,728 EUR | 501,264 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,945 EUR | 500,482 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,973 | 494,973 | 499,365 EUR | 500,902 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 499,424 EUR | 500,961 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,424 EUR | 500,961 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,931 | 494,931 | 498,890 EUR | 500,427 EUR | 99.23% | 99.23% |