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 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,940 | 494,940 | 499,461 EUR | 500,997 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 101.00 % | 101.31 % | 500,000 | 500,000 | 494,968 | 494,968 | 499,886 EUR | 501,423 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 101.00 % | 101.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,361 EUR | 501,898 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 101.00 % | 101.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 499,340 EUR | 501,817 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,927 | 494,927 | 496,686 EUR | 498,223 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,012 EUR | 497,549 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,975 | 494,975 | 496,489 EUR | 498,026 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,450 EUR | 495,987 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,351 EUR | 496,888 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,931 | 494,931 | 495,228 EUR | 496,765 EUR | 99.23% | 99.23% |