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% | 101.80 % | 102.11 % | 500,000 | 500,000 | 494,944 | 494,944 | 503,854 EUR | 505,390 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 101.70 % | 102.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 503,169 EUR | 504,706 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 101.80 % | 102.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 503,627 EUR | 505,164 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 101.70 % | 102.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 503,285 EUR | 505,763 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 101.80 % | 102.11 % | 500,000 | 500,000 | 494,924 | 494,924 | 503,832 EUR | 505,369 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 101.80 % | 102.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 504,020 EUR | 505,557 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 101.90 % | 102.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 504,409 EUR | 505,946 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 102.20 % | 102.51 % | 500,000 | 500,000 | 494,919 | 494,919 | 505,782 EUR | 507,319 EUR | 99.01% | 99.01% |
08/11/2024 | 0.31% | 101.90 % | 102.21 % | 500,000 | 500,000 | 494,967 | 494,967 | 504,016 EUR | 505,553 EUR | 100.00% | 100.00% |
07/11/2024 | 0.30% | 102.10 % | 102.41 % | 500,000 | 500,000 | 205,917 | 205,917 | 210,163 EUR | 210,801 EUR | 98.38% | 98.38% |