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 | 0.48% | 103.39 % | 103.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,522 EUR | 521,022 EUR | 99.39% | 99.39% |
19/11/2024 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,418 EUR | 517,918 EUR | 88.77% | 88.77% |
18/11/2024 | 0.48% | 104.27 % | 104.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,445 EUR | 523,945 EUR | 99.07% | 99.07% |
15/11/2024 | 0.48% | 104.35 % | 104.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,525 EUR | 525,025 EUR | 99.39% | 99.39% |
14/11/2024 | 0.48% | 104.65 % | 105.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,995 EUR | 524,495 EUR | 99.39% | 99.39% |
13/11/2024 | 0.48% | 103.63 % | 104.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,834 EUR | 522,334 EUR | 99.39% | 99.39% |
12/11/2024 | 0.48% | 104.73 % | 105.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,190 EUR | 526,690 EUR | 98.15% | 98.15% |
11/11/2024 | 0.48% | 103.73 % | 104.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,613 EUR | 521,113 EUR | 99.39% | 99.39% |
08/11/2024 | 0.49% | 102.69 % | 103.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,736 EUR | 516,236 EUR | 99.24% | 99.24% |
07/11/2024 | 0.48% | 102.77 % | 103.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,580 EUR | 517,080 EUR | 99.39% | 99.39% |