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 | 0.30% | 102.80 % | 103.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,084 EUR | 515,633 EUR | 100.00% | 100.00% |
19/11/2024 | 0.30% | 102.60 % | 102.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,849 EUR | 514,399 EUR | 100.00% | 100.00% |
18/11/2024 | 0.30% | 103.00 % | 103.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,818 EUR | 516,368 EUR | 100.00% | 100.00% |
15/11/2024 | 0.30% | 103.50 % | 103.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,979 EUR | 519,528 EUR | 100.00% | 100.00% |
14/11/2024 | 0.30% | 104.30 % | 104.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,266 EUR | 519,816 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,250 EUR | 504,800 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,518 EUR | 508,068 EUR | 100.00% | 100.00% |
11/11/2024 | 0.30% | 101.70 % | 102.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,199 EUR | 509,749 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,183 EUR | 507,733 EUR | 100.00% | 100.00% |
07/11/2024 | 0.30% | 101.80 % | 102.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,436 EUR | 508,986 EUR | 99.24% | 99.24% |