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 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,662 EUR | 502,211 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,962 EUR | 502,512 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,929 EUR | 503,479 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,922 EUR | 504,422 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,894 EUR | 503,444 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,114 EUR | 501,664 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,650 EUR | 503,200 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,439 EUR | 502,989 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,551 EUR | 502,101 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,026 EUR | 503,576 EUR | 99.24% | 99.24% |