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 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,754 EUR | 506,754 EUR | 97.94% | 97.94% |
19/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,576 EUR | 508,576 EUR | 100.00% | 100.00% |
18/11/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,701 EUR | 510,701 EUR | 100.00% | 100.00% |
15/11/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,522 EUR | 510,522 EUR | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,145 EUR | 507,145 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,212 EUR | 504,212 EUR | 100.00% | 100.00% |
12/11/2024 | 0.79% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,338 EUR | 506,338 EUR | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,345 EUR | 507,345 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,488 EUR | 504,488 EUR | 100.00% | 100.00% |
07/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,552 EUR | 507,552 EUR | 99.24% | 99.24% |