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 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,990 EUR | 515,990 EUR | 97.95% | 97.95% |
19/11/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,716 EUR | 516,716 EUR | 99.90% | 99.90% |
18/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,925 EUR | 512,925 EUR | 100.00% | 100.00% |
15/11/2024 | 0.78% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,505 EUR | 512,505 EUR | 100.00% | 100.00% |
14/11/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,380 EUR | 514,380 EUR | 100.00% | 100.00% |
13/11/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,660 EUR | 512,660 EUR | 100.00% | 100.00% |
12/11/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,235 EUR | 520,235 EUR | 100.00% | 100.00% |
11/11/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,365 EUR | 517,365 EUR | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,458 EUR | 517,458 EUR | 100.00% | 100.00% |
07/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,012 EUR | 513,012 EUR | 99.23% | 99.23% |