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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 0.47% | 105.21 % | 105.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,050 EUR | 528,550 EUR | 100.00% | 100.00% |
27/11/2024 | 0.47% | 105.18 % | 105.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,900 EUR | 528,400 EUR | 99.72% | 99.72% |
26/11/2024 | 0.47% | 105.17 % | 105.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,850 EUR | 528,350 EUR | 100.00% | 100.00% |
25/11/2024 | 0.47% | 105.16 % | 105.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,800 EUR | 528,300 EUR | 100.00% | 100.00% |
22/11/2024 | 0.47% | 105.15 % | 105.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,750 EUR | 528,250 EUR | 100.00% | 100.00% |
20/11/2024 | 0.47% | 105.11 % | 105.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,550 EUR | 528,050 EUR | 100.00% | 100.00% |
19/11/2024 | 0.47% | 105.10 % | 105.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,500 EUR | 528,000 EUR | 89.36% | 89.36% |
18/11/2024 | 0.47% | 105.09 % | 105.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,450 EUR | 527,950 EUR | 99.66% | 99.66% |
15/11/2024 | 0.47% | 105.08 % | 105.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,400 EUR | 527,900 EUR | 100.00% | 100.00% |
14/11/2024 | 0.47% | 105.07 % | 105.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,350 EUR | 527,850 EUR | 100.00% | 100.00% |