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% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,963 EUR | 516,963 EUR | 97.95% | 97.95% |
19/11/2024 | 0.97% | 102.40 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,991 EUR | 516,991 EUR | 100.00% | 100.00% |
18/11/2024 | 0.97% | 102.20 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,787 EUR | 515,787 EUR | 100.00% | 100.00% |
15/11/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,539 EUR | 516,539 EUR | 97.21% | 97.21% |
14/11/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,500 EUR | 515,500 EUR | 100.00% | 100.00% |
13/11/2024 | 0.97% | 102.10 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,641 EUR | 515,641 EUR | 100.00% | 100.00% |
12/11/2024 | 0.97% | 101.90 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,886 EUR | 515,886 EUR | 100.00% | 100.00% |
11/11/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,831 EUR | 515,831 EUR | 100.00% | 100.00% |
08/11/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,005 EUR | 513,005 EUR | 100.00% | 100.00% |
07/11/2024 | 0.98% | 101.80 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,920 EUR | 513,920 EUR | 99.23% | 99.23% |