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% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,977 EUR | 506,526 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,602 EUR | 506,152 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,385 EUR | 506,935 EUR | 100.00% | 100.00% |
15/11/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,200 EUR | 507,700 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,874 EUR | 506,424 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,218 EUR | 505,768 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,092 EUR | 506,642 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,706 EUR | 507,256 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,628 EUR | 506,178 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,426 EUR | 506,975 EUR | 99.23% | 99.23% |