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 | 0.95% | 104.50 % | 105.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,282 EUR | 527,282 EUR | 97.95% | 97.95% |
19/11/2024 | 0.95% | 104.30 % | 105.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,796 EUR | 526,796 EUR | 100.00% | 100.00% |
18/11/2024 | 0.95% | 104.40 % | 105.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,454 EUR | 527,454 EUR | 100.00% | 100.00% |
15/11/2024 | 0.95% | 104.40 % | 105.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,542 EUR | 527,542 EUR | 98.43% | 98.43% |
14/11/2024 | 0.95% | 104.70 % | 105.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,916 EUR | 527,916 EUR | 99.72% | 99.72% |
13/11/2024 | 0.95% | 104.30 % | 105.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,030 EUR | 527,030 EUR | 100.00% | 100.00% |
12/11/2024 | 0.95% | 104.40 % | 105.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,801 EUR | 526,801 EUR | 100.00% | 100.00% |
11/11/2024 | 0.95% | 104.40 % | 105.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,428 EUR | 526,428 EUR | 100.00% | 100.00% |
08/11/2024 | 0.96% | 104.00 % | 105.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,656 EUR | 524,656 EUR | 100.00% | 100.00% |
07/11/2024 | 0.96% | 103.90 % | 104.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,450 EUR | 524,450 EUR | 99.23% | 99.23% |