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 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,171 EUR | 515,171 EUR | 98.58% | 98.58% |
19/11/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,703 EUR | 514,703 EUR | 100.00% | 100.00% |
18/11/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,434 EUR | 517,434 EUR | 100.00% | 100.00% |
15/11/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,881 EUR | 517,881 EUR | 100.00% | 100.00% |
14/11/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,465 EUR | 515,465 EUR | 100.00% | 100.00% |
13/11/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,089 EUR | 515,089 EUR | 100.00% | 100.00% |
12/11/2024 | 0.97% | 102.20 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,104 EUR | 517,104 EUR | 100.00% | 100.00% |
11/11/2024 | 0.97% | 102.80 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,449 EUR | 518,449 EUR | 100.00% | 100.00% |
08/11/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,796 EUR | 515,796 EUR | 100.00% | 100.00% |
07/11/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,349 EUR | 515,349 EUR | 99.76% | 99.76% |