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 | 0.80% | 99.30 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,632 EUR | 100,126 EUR | 98.58% | 98.58% |
19/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,442 EUR | 100,088 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,500 EUR | 100,100 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 495,374 EUR | 99,875 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 494,127 EUR | 99,626 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 495,186 EUR | 99,837 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,127 EUR | 100,025 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,000 EUR | 100,000 EUR | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,433 EUR | 496,433 EUR | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,914 EUR | 497,914 EUR | 99.23% | 99.23% |