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 | 0.49% | 101.17 % | 101.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,251 EUR | 509,751 EUR | 99.39% | 99.39% |
19/11/2024 | 0.49% | 101.39 % | 101.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,167 EUR | 508,667 EUR | 88.76% | 88.76% |
18/11/2024 | 0.49% | 101.81 % | 102.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,995 EUR | 511,495 EUR | 99.07% | 99.07% |
15/11/2024 | 0.49% | 101.73 % | 102.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,084 EUR | 511,584 EUR | 99.39% | 99.39% |
14/11/2024 | 0.49% | 101.32 % | 101.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,101 EUR | 508,601 EUR | 99.39% | 99.39% |
13/11/2024 | 0.49% | 101.09 % | 101.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,337 EUR | 508,837 EUR | 99.39% | 99.39% |
12/11/2024 | 0.49% | 101.13 % | 101.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,987 EUR | 510,487 EUR | 98.15% | 98.15% |
11/11/2024 | 0.49% | 102.17 % | 102.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,970 EUR | 514,470 EUR | 99.39% | 99.39% |
08/11/2024 | 0.49% | 101.84 % | 102.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,130 EUR | 512,630 EUR | 99.24% | 99.24% |
07/11/2024 | 0.49% | 102.73 % | 103.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,008 EUR | 515,508 EUR | 99.39% | 99.39% |