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% | 101.50 % | 101.81 % | 500,000 | 500,000 | 494,940 | 494,940 | 502,744 EUR | 504,280 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 101.70 % | 102.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 503,284 EUR | 504,821 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 101.80 % | 102.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 503,898 EUR | 505,435 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 101.60 % | 102.10 % | 500,000 | 500,000 | 494,969 | 494,969 | 502,899 EUR | 505,376 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 101.70 % | 102.01 % | 500,000 | 500,000 | 494,925 | 494,925 | 503,331 EUR | 504,868 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 101.60 % | 101.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 503,130 EUR | 504,667 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 101.70 % | 102.01 % | 500,000 | 500,000 | 494,919 | 494,919 | 503,789 EUR | 505,326 EUR | 98.97% | 98.97% |
11/11/2024 | 0.31% | 101.90 % | 102.21 % | 500,000 | 500,000 | 494,971 | 494,971 | 504,196 EUR | 505,733 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 101.70 % | 102.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 503,425 EUR | 504,962 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 101.70 % | 102.01 % | 500,000 | 500,000 | 494,931 | 494,931 | 503,527 EUR | 505,064 EUR | 99.24% | 99.24% |