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 | 500,260 EUR | 501,748 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.90 % | 101.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 499,525 EUR | 501,012 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 100.90 % | 101.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 499,462 EUR | 500,950 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 101.00 % | 101.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 500,383 EUR | 502,860 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 101.20 % | 101.50 % | 500,000 | 500,000 | 494,924 | 494,924 | 500,755 EUR | 502,242 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 101.10 % | 101.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,440 EUR | 501,927 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 101.10 % | 101.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,857 EUR | 502,345 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 101.40 % | 101.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 502,098 EUR | 503,586 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 101.20 % | 101.50 % | 500,000 | 500,000 | 494,968 | 494,968 | 501,166 EUR | 502,653 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 101.70 % | 102.00 % | 500,000 | 500,000 | 494,900 | 494,900 | 502,703 EUR | 504,190 EUR | 98.64% | 98.64% |