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% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,142 EUR | 501,142 EUR | 97.95% | 97.95% |
19/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,044 EUR | 499,044 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,934 EUR | 501,934 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,136 EUR | 502,136 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,779 EUR | 500,779 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,297 EUR | 498,297 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,277 EUR | 499,277 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,524 EUR | 502,524 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,358 EUR | 501,358 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,788 EUR | 503,788 EUR | 99.24% | 99.24% |