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% | 101.20 % | 101.51 % | 500,000 | 500,000 | 494,944 | 494,944 | 501,027 EUR | 502,563 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,941 | 494,941 | 499,095 EUR | 500,632 EUR | 99.44% | 99.44% |
18/11/2024 | 0.32% | 101.10 % | 101.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,396 EUR | 501,933 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.90 % | 101.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 499,450 EUR | 501,928 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 494,925 | 494,925 | 498,946 EUR | 500,483 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,310 EUR | 499,847 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 494,971 | 494,971 | 500,302 EUR | 501,839 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 101.20 % | 101.51 % | 500,000 | 500,000 | 494,969 | 494,969 | 500,192 EUR | 501,729 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,904 | 494,904 | 497,433 EUR | 498,970 EUR | 98.74% | 98.74% |
07/11/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,930 | 494,930 | 499,123 EUR | 500,659 EUR | 99.23% | 99.23% |