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 | 0.31% | 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% |
06/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,868 EUR | 503,418 EUR | 100.00% | 100.00% |
05/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,652 EUR | 504,202 EUR | 99.70% | 99.70% |
04/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,523 EUR | 503,073 EUR | 99.75% | 99.75% |
01/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,063 EUR | 503,613 EUR | 99.76% | 99.76% |
31/10/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,310 EUR | 503,860 EUR | 100.00% | 100.00% |