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 | 0.80% | 100.40 % | 101.20 % | 500,000 | 500,000 | 499,205 | 499,205 | 501,561 EUR | 505,556 EUR | 97.95% | 97.95% |
19/11/2024 | 0.81% | 100.20 % | 101.00 % | 500,000 | 500,000 | 492,944 | 492,944 | 494,303 EUR | 498,276 EUR | 100.00% | 100.00% |
18/11/2024 | 0.85% | 100.30 % | 101.10 % | 500,000 | 500,000 | 467,531 | 467,531 | 469,025 EUR | 472,898 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 498,629 | 498,629 | 500,451 EUR | 504,445 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.60 % | 101.40 % | 500,000 | 500,000 | 494,036 | 494,036 | 497,186 EUR | 501,163 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 496,123 | 496,123 | 496,175 EUR | 500,159 EUR | 100.00% | 100.00% |
12/11/2024 | 1.02% | 99.40 % | 100.40 % | 500,000 | 500,000 | 487,700 | 487,700 | 486,381 EUR | 491,307 EUR | 100.00% | 100.00% |
11/11/2024 | 0.82% | 101.60 % | 102.40 % | 500,000 | 500,000 | 478,672 | 478,672 | 487,017 EUR | 490,934 EUR | 100.00% | 100.00% |
08/11/2024 | 0.82% | 101.60 % | 102.40 % | 500,000 | 500,000 | 478,576 | 478,576 | 485,395 EUR | 489,312 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.30 % | 102.10 % | 500,000 | 500,000 | 494,832 | 494,832 | 500,476 EUR | 504,455 EUR | 99.76% | 99.76% |