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% | 102.90 % | 103.21 % | 500,000 | 500,000 | 494,976 | 494,976 | 509,601 EUR | 511,136 EUR | 100.00% | 100.00% |
19/11/2024 | 0.31% | 103.10 % | 103.41 % | 500,000 | 500,000 | 494,935 | 494,935 | 509,824 EUR | 511,361 EUR | 99.34% | 99.34% |
18/11/2024 | 0.31% | 103.30 % | 103.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 511,898 EUR | 513,435 EUR | 100.00% | 100.00% |
15/11/2024 | 0.49% | 103.50 % | 104.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 512,094 EUR | 514,572 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 104.00 % | 104.31 % | 500,000 | 500,000 | 494,927 | 494,927 | 514,731 EUR | 516,268 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 104.20 % | 104.51 % | 500,000 | 500,000 | 494,888 | 494,888 | 514,937 EUR | 516,474 EUR | 98.41% | 98.41% |
12/11/2024 | 0.31% | 103.00 % | 103.31 % | 500,000 | 500,000 | 494,936 | 494,936 | 511,689 EUR | 513,226 EUR | 99.24% | 99.24% |
11/11/2024 | 0.31% | 103.40 % | 103.71 % | 500,000 | 500,000 | 494,971 | 494,971 | 511,490 EUR | 513,027 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 103.30 % | 103.61 % | 500,000 | 500,000 | 494,967 | 494,967 | 510,276 EUR | 511,813 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 102.90 % | 103.21 % | 500,000 | 500,000 | 494,901 | 494,901 | 508,090 EUR | 509,626 EUR | 98.65% | 98.65% |