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 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,971 | 494,971 | 496,767 EUR | 498,303 EUR | 100.00% | 100.00% |
19/11/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,405 EUR | 497,942 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,692 EUR | 498,230 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 100.30 % | 100.80 % | 500,000 | 500,000 | 494,825 | 494,825 | 496,347 EUR | 498,824 EUR | 97.21% | 97.21% |
14/11/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,925 | 494,925 | 496,295 EUR | 497,832 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,289 EUR | 497,826 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,971 | 494,971 | 495,965 EUR | 497,502 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,481 EUR | 498,018 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,088 EUR | 497,625 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,931 | 494,931 | 496,173 EUR | 497,710 EUR | 99.23% | 99.23% |