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 | 0.61% | 98.60 % | 99.20 % | 750,000 | 100,000 | 750,000 | 100,000 | 739,510 EUR | 99,201 EUR | 100.00% | 100.00% |
19/11/2024 | 0.61% | 98.60 % | 99.20 % | 750,000 | 100,000 | 750,000 | 100,000 | 739,518 EUR | 99,202 EUR | 89.36% | 89.36% |
18/11/2024 | 0.61% | 98.60 % | 99.20 % | 750,000 | 100,000 | 750,000 | 100,000 | 739,482 EUR | 99,198 EUR | 99.66% | 99.66% |
15/11/2024 | 0.61% | 98.61 % | 99.21 % | 750,000 | 100,000 | 750,000 | 100,000 | 739,659 EUR | 99,221 EUR | 100.00% | 100.00% |
14/11/2024 | 0.61% | 98.64 % | 99.24 % | 750,000 | 100,000 | 750,000 | 100,000 | 739,680 EUR | 99,224 EUR | 100.00% | 100.00% |
13/11/2024 | 0.61% | 98.58 % | 99.18 % | 750,000 | 100,000 | 750,000 | 100,000 | 739,432 EUR | 99,191 EUR | 100.00% | 100.00% |
12/11/2024 | 0.61% | 98.58 % | 99.18 % | 750,000 | 100,000 | 750,000 | 100,000 | 739,504 EUR | 99,201 EUR | 98.72% | 98.72% |
11/11/2024 | 0.61% | 98.65 % | 99.25 % | 750,000 | 100,000 | 750,000 | 100,000 | 739,952 EUR | 99,260 EUR | 100.00% | 100.00% |
08/11/2024 | 0.61% | 98.64 % | 99.24 % | 750,000 | 100,000 | 750,000 | 100,000 | 739,797 EUR | 99,240 EUR | 99.83% | 99.83% |
07/11/2024 | 0.61% | 98.66 % | 99.26 % | 750,000 | 100,000 | 750,000 | 100,000 | 739,985 EUR | 99,265 EUR | 100.00% | 100.00% |