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 | 0.59% | 101.90 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,157 EUR | 513,157 EUR | 100.00% | 100.00% |
12/11/2024 | 0.59% | 102.00 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,489 EUR | 513,489 EUR | 100.00% | 100.00% |
11/11/2024 | 0.59% | 101.90 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,303 EUR | 512,303 EUR | 100.00% | 100.00% |
08/11/2024 | 0.59% | 101.30 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,582 EUR | 507,582 EUR | 100.00% | 100.00% |
07/11/2024 | 0.59% | 100.80 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,317 EUR | 507,317 EUR | 99.76% | 99.76% |
06/11/2024 | 0.60% | 99.80 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,624 EUR | 504,624 EUR | 100.00% | 100.00% |
05/11/2024 | 0.60% | 100.20 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,325 EUR | 503,325 EUR | 99.71% | 99.71% |
04/11/2024 | 0.60% | 99.90 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,525 EUR | 503,525 EUR | 99.32% | 99.32% |
01/11/2024 | 0.60% | 100.20 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,403 EUR | 503,403 EUR | 100.00% | 100.00% |
31/10/2024 | 0.60% | 99.50 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,607 EUR | 501,607 EUR | 100.00% | 100.00% |