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% | 100.00 % | 100.31 % | 500,000 | 500,000 | 486,886 | 486,886 | 486,974 EUR | 488,482 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 486,953 | 486,953 | 487,564 EUR | 489,074 EUR | 99.88% | 99.88% |
18/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 486,975 | 486,975 | 488,811 EUR | 490,320 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 486,970 | 486,970 | 488,932 EUR | 491,367 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 486,852 | 486,852 | 491,181 EUR | 492,690 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 486,971 | 486,971 | 491,972 EUR | 493,482 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 101.20 % | 101.51 % | 500,000 | 500,000 | 486,970 | 486,970 | 493,110 EUR | 494,620 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 101.40 % | 101.71 % | 500,000 | 500,000 | 486,970 | 486,970 | 493,789 EUR | 495,299 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 486,973 | 486,973 | 491,540 EUR | 493,049 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 486,869 | 486,869 | 490,580 EUR | 492,089 EUR | 99.23% | 99.23% |