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 | 0,81% | 101,30 % | 102,10 % | 500 000 | 100 000 | 494 942 | 98 988 | 502 079 EUR | 101 209 EUR | 99,37% | 99,37% |
19/11/2024 | 0,81% | 101,20 % | 102,00 % | 500 000 | 100 000 | 494 969 | 98 994 | 500 720 EUR | 100 937 EUR | 100,00% | 100,00% |
18/11/2024 | 0,81% | 101,00 % | 101,80 % | 500 000 | 100 000 | 494 970 | 98 994 | 500 211 EUR | 100 835 EUR | 100,00% | 100,00% |
15/11/2024 | 1,00% | 101,70 % | 102,70 % | 500 000 | 500 000 | 494 969 | 494 969 | 502 891 EUR | 507 846 EUR | 100,00% | 100,00% |
14/11/2024 | 0,81% | 101,20 % | 102,00 % | 500 000 | 500 000 | 494 924 | 494 924 | 500 551 EUR | 504 515 EUR | 99,10% | 99,10% |
13/11/2024 | 0,81% | 101,30 % | 102,10 % | 500 000 | 500 000 | 494 970 | 494 970 | 501 480 EUR | 505 445 EUR | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,50 % | 102,30 % | 500 000 | 500 000 | 494 969 | 494 969 | 502 818 EUR | 506 783 EUR | 100,00% | 100,00% |
11/11/2024 | 0,81% | 101,30 % | 102,10 % | 500 000 | 500 000 | 494 971 | 494 971 | 500 968 EUR | 504 933 EUR | 100,00% | 100,00% |
08/11/2024 | 0,81% | 101,10 % | 101,90 % | 500 000 | 500 000 | 494 970 | 494 970 | 500 846 EUR | 504 811 EUR | 100,00% | 100,00% |
07/11/2024 | 0,81% | 101,00 % | 101,80 % | 500 000 | 500 000 | 494 930 | 494 930 | 499 465 EUR | 503 430 EUR | 99,23% | 99,23% |