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 | 0.99% | 101.50 % | 102.50 % | 500,000 | 500,000 | 497,650 | 497,650 | 505,281 EUR | 510,261 EUR | 98.58% | 98.58% |
19/11/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 499,662 | 499,662 | 504,682 EUR | 509,680 EUR | 99.82% | 99.82% |
18/11/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 499,591 | 499,591 | 505,824 EUR | 510,822 EUR | 100.00% | 100.00% |
15/11/2024 | 1.00% | 101.10 % | 102.10 % | 500,000 | 500,000 | 490,944 | 490,944 | 496,435 EUR | 501,381 EUR | 100.00% | 100.00% |
14/11/2024 | 0.99% | 101.60 % | 102.60 % | 500,000 | 500,000 | 493,073 | 493,073 | 499,530 EUR | 504,489 EUR | 100.00% | 100.00% |
13/11/2024 | 1.00% | 100.10 % | 101.10 % | 500,000 | 500,000 | 499,677 | 499,677 | 499,944 EUR | 504,942 EUR | 100.00% | 100.00% |
12/11/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,419 EUR | 508,419 EUR | 100.00% | 100.00% |
11/11/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 498,757 | 498,757 | 502,928 EUR | 507,920 EUR | 100.00% | 100.00% |
08/11/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,338 EUR | 507,338 EUR | 100.00% | 100.00% |
07/11/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 498,691 | 498,691 | 501,671 EUR | 506,663 EUR | 99.35% | 99.35% |