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 | 0.96% | 103.90 % | 104.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,163 EUR | 525,163 EUR | 98.58% | 98.58% |
19/11/2024 | 0.96% | 103.50 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,064 EUR | 522,064 EUR | 100.00% | 100.00% |
18/11/2024 | 0.96% | 104.10 % | 105.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,350 EUR | 525,350 EUR | 100.00% | 100.00% |
15/11/2024 | 0.96% | 103.70 % | 104.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,401 EUR | 523,401 EUR | 100.00% | 100.00% |
14/11/2024 | 0.96% | 103.50 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,075 EUR | 522,075 EUR | 100.00% | 100.00% |
13/11/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,225 EUR | 519,225 EUR | 100.00% | 100.00% |
12/11/2024 | 0.97% | 102.70 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,236 EUR | 520,236 EUR | 100.00% | 100.00% |
11/11/2024 | 0.96% | 103.60 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,849 EUR | 522,849 EUR | 100.00% | 100.00% |
08/11/2024 | 0.96% | 103.10 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,971 EUR | 520,971 EUR | 100.00% | 100.00% |
07/11/2024 | 0.96% | 103.30 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,919 EUR | 521,919 EUR | 99.23% | 99.23% |