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% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,624 EUR | 503,173 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,025 EUR | 503,575 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,145 EUR | 503,695 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,894 EUR | 505,394 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,635 EUR | 504,185 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,380 EUR | 501,930 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,407 EUR | 503,957 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,166 EUR | 504,716 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,200 EUR | 502,750 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,884 EUR | 501,434 EUR | 99.23% | 99.23% |