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% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,363 EUR | 502,863 EUR | 100.00% | 100.00% |
19/11/2024 | 0.50% | 100.06 % | 100.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,789 EUR | 502,289 EUR | 89.36% | 89.36% |
18/11/2024 | 0.50% | 99.94 % | 100.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,725 EUR | 502,225 EUR | 99.66% | 99.66% |
15/11/2024 | 0.50% | 99.92 % | 100.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,603 EUR | 502,103 EUR | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.81 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,810 EUR | 501,310 EUR | 100.00% | 100.00% |
13/11/2024 | 0.50% | 99.63 % | 100.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,308 EUR | 500,808 EUR | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.69 % | 100.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,140 EUR | 501,640 EUR | 98.72% | 98.72% |
11/11/2024 | 0.50% | 99.97 % | 100.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,951 EUR | 502,451 EUR | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.93 % | 100.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,162 EUR | 501,662 EUR | 99.83% | 99.83% |
07/11/2024 | 0.50% | 99.69 % | 100.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,053 EUR | 501,553 EUR | 100.00% | 100.00% |