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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,383 EUR | 517,383 EUR | 100.00% | 100.00% |
12/11/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,555 EUR | 515,555 EUR | 100.00% | 100.00% |
11/11/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,223 EUR | 512,223 EUR | 100.00% | 100.00% |
08/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,683 EUR | 509,683 EUR | 100.00% | 100.00% |
07/11/2024 | 0.78% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,890 EUR | 511,890 EUR | 100.00% | 100.00% |
06/11/2024 | 0.79% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,792 EUR | 505,792 EUR | 99.25% | 99.25% |
05/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,052 EUR | 508,052 EUR | 99.70% | 99.70% |
04/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,845 EUR | 506,845 EUR | 99.32% | 99.32% |
01/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,870 EUR | 505,870 EUR | 100.00% | 100.00% |
31/10/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,495 EUR | 503,495 EUR | 99.94% | 99.94% |