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% | 102.20 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,882 EUR | 513,432 EUR | 99.37% | 99.37% |
19/11/2024 | 0.30% | 102.10 % | 102.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,658 EUR | 512,208 EUR | 99.79% | 99.79% |
18/11/2024 | 0.30% | 102.40 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,309 EUR | 512,859 EUR | 100.00% | 100.00% |
15/11/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,468 EUR | 512,968 EUR | 100.00% | 100.00% |
14/11/2024 | 0.30% | 102.20 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,182 EUR | 511,732 EUR | 99.10% | 99.10% |
13/11/2024 | 0.30% | 101.90 % | 102.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,464 EUR | 512,014 EUR | 100.00% | 100.00% |
12/11/2024 | 0.30% | 102.30 % | 102.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,996 EUR | 513,546 EUR | 100.00% | 100.00% |
11/11/2024 | 0.30% | 102.50 % | 102.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,908 EUR | 513,458 EUR | 100.00% | 100.00% |
08/11/2024 | 0.30% | 102.40 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,955 EUR | 513,505 EUR | 100.00% | 100.00% |
07/11/2024 | 0.30% | 102.60 % | 102.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,834 EUR | 514,384 EUR | 99.23% | 99.23% |