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 | 0.50% | 99.06 % | 99.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,917 EUR | 498,417 EUR | 100.00% | 100.00% |
19/11/2024 | 0.50% | 99.32 % | 99.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,457 EUR | 498,957 EUR | 89.36% | 89.36% |
18/11/2024 | 0.50% | 99.47 % | 99.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,217 EUR | 499,717 EUR | 99.66% | 99.66% |
15/11/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,728 EUR | 500,228 EUR | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.54 % | 100.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,497 EUR | 499,997 EUR | 100.00% | 100.00% |
13/11/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,255 EUR | 498,755 EUR | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.28 % | 99.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,788 EUR | 499,288 EUR | 98.71% | 98.71% |
11/11/2024 | 0.50% | 99.44 % | 99.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,079 EUR | 499,579 EUR | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,561 EUR | 499,061 EUR | 99.83% | 99.83% |
07/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,343 EUR | 498,843 EUR | 100.00% | 100.00% |