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% | 102.10 % | 102.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,933 EUR | 512,483 EUR | 99.37% | 99.37% |
19/11/2024 | 0.30% | 102.10 % | 102.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,682 EUR | 512,232 EUR | 100.00% | 100.00% |
18/11/2024 | 0.30% | 102.40 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,549 EUR | 513,099 EUR | 100.00% | 100.00% |
15/11/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,341 EUR | 513,841 EUR | 100.00% | 100.00% |
14/11/2024 | 0.30% | 102.40 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,881 EUR | 513,431 EUR | 99.10% | 99.10% |
13/11/2024 | 0.30% | 102.30 % | 102.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,344 EUR | 512,894 EUR | 100.00% | 100.00% |
12/11/2024 | 0.30% | 102.30 % | 102.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,026 EUR | 513,576 EUR | 100.00% | 100.00% |
11/11/2024 | 0.30% | 102.40 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,224 EUR | 513,774 EUR | 100.00% | 100.00% |
08/11/2024 | 0.30% | 102.50 % | 102.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,166 EUR | 513,716 EUR | 100.00% | 100.00% |
07/11/2024 | 0.30% | 102.50 % | 102.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,104 EUR | 513,654 EUR | 99.24% | 99.24% |