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% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,008 EUR | 508,557 EUR | 100.00% | 100.00% |
19/11/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,276 EUR | 506,826 EUR | 99.79% | 99.79% |
18/11/2024 | 0.31% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,454 EUR | 507,004 EUR | 100.00% | 100.00% |
15/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,506 EUR | 507,006 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,926 EUR | 505,476 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,225 EUR | 505,775 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,602 EUR | 508,152 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 101.40 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,321 EUR | 507,871 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,406 EUR | 507,956 EUR | 100.00% | 100.00% |
07/11/2024 | 0.30% | 101.50 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,462 EUR | 509,012 EUR | 99.23% | 99.23% |