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 | 0.98% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,457 EUR | 510,457 EUR | 97.95% | 97.95% |
19/11/2024 | 0.98% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,340 EUR | 510,340 EUR | 100.00% | 100.00% |
18/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,764 EUR | 509,764 EUR | 100.00% | 100.00% |
15/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,535 EUR | 509,535 EUR | 97.21% | 97.21% |
14/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,243 EUR | 508,243 EUR | 100.00% | 100.00% |
13/11/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,536 EUR | 508,536 EUR | 100.00% | 100.00% |
12/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,625 EUR | 507,625 EUR | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,690 EUR | 510,690 EUR | 100.00% | 100.00% |
08/11/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,710 EUR | 507,710 EUR | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,727 EUR | 508,727 EUR | 99.23% | 99.23% |