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% | 104.30 % | 104.61 % | 500,000 | 500,000 | 494,944 | 494,944 | 516,289 EUR | 517,825 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 104.50 % | 104.81 % | 500,000 | 500,000 | 494,935 | 494,935 | 517,178 EUR | 518,715 EUR | 99.34% | 99.34% |
18/11/2024 | 0.31% | 104.60 % | 104.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 518,246 EUR | 519,784 EUR | 100.00% | 100.00% |
15/11/2024 | 0.49% | 104.70 % | 105.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 517,976 EUR | 520,453 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 105.00 % | 105.31 % | 500,000 | 500,000 | 494,928 | 494,928 | 519,350 EUR | 520,887 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 104.90 % | 105.21 % | 500,000 | 500,000 | 494,888 | 494,888 | 518,878 EUR | 520,415 EUR | 98.41% | 98.41% |
12/11/2024 | 0.31% | 104.50 % | 104.81 % | 500,000 | 500,000 | 494,936 | 494,936 | 518,021 EUR | 519,558 EUR | 99.24% | 99.24% |
11/11/2024 | 0.31% | 104.60 % | 104.91 % | 500,000 | 500,000 | 494,971 | 494,971 | 517,372 EUR | 518,909 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 104.50 % | 104.81 % | 500,000 | 500,000 | 494,967 | 494,967 | 516,581 EUR | 518,118 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 104.40 % | 104.71 % | 500,000 | 500,000 | 494,901 | 494,901 | 516,021 EUR | 517,558 EUR | 98.65% | 98.65% |