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 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,534 EUR | 508,534 EUR | 100.00% | 100.00% |
12/11/2024 | 0.98% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,258 EUR | 510,258 EUR | 100.00% | 100.00% |
11/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,252 EUR | 508,252 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,255 EUR | 502,255 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,663 EUR | 503,663 EUR | 99.76% | 99.76% |
06/11/2024 | 1.00% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,553 EUR | 501,553 EUR | 100.00% | 100.00% |
05/11/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,697 EUR | 498,697 EUR | 99.89% | 99.89% |
04/11/2024 | 0.80% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,229 EUR | 499,229 EUR | 99.32% | 99.32% |
01/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,819 EUR | 496,819 EUR | 99.64% | 99.64% |
31/10/2024 | 0.82% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,883 EUR | 486,883 EUR | 100.00% | 100.00% |