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 | 0.29% | 102.30 % | 102.60 % | 500,000 | 500,000 | 486,886 | 486,886 | 498,017 EUR | 499,478 EUR | 99.37% | 99.37% |
19/11/2024 | 0.29% | 102.30 % | 102.60 % | 500,000 | 500,000 | 486,953 | 486,953 | 498,272 EUR | 499,733 EUR | 99.88% | 99.88% |
18/11/2024 | 0.29% | 102.40 % | 102.70 % | 500,000 | 500,000 | 486,975 | 486,975 | 498,750 EUR | 500,211 EUR | 100.00% | 100.00% |
15/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 486,970 | 486,970 | 498,657 EUR | 501,092 EUR | 100.00% | 100.00% |
14/11/2024 | 0.29% | 102.60 % | 102.90 % | 500,000 | 500,000 | 486,852 | 486,852 | 499,934 EUR | 501,394 EUR | 99.10% | 99.10% |
13/11/2024 | 0.29% | 102.70 % | 103.00 % | 500,000 | 500,000 | 486,971 | 486,971 | 500,119 EUR | 501,580 EUR | 100.00% | 100.00% |
12/11/2024 | 0.29% | 102.80 % | 103.10 % | 500,000 | 500,000 | 486,970 | 486,970 | 500,608 EUR | 502,068 EUR | 100.00% | 100.00% |
11/11/2024 | 0.29% | 102.90 % | 103.20 % | 500,000 | 500,000 | 486,970 | 486,970 | 500,730 EUR | 502,191 EUR | 100.00% | 100.00% |
08/11/2024 | 0.29% | 102.60 % | 102.90 % | 500,000 | 500,000 | 486,973 | 486,973 | 499,685 EUR | 501,146 EUR | 100.00% | 100.00% |
07/11/2024 | 0.29% | 102.70 % | 103.00 % | 500,000 | 500,000 | 486,869 | 486,869 | 499,684 EUR | 501,144 EUR | 99.23% | 99.23% |