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% | 100.70 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,993 EUR | 508,043 EUR | 97.94% | 97.94% |
19/11/2024 | 0.80% | 100.90 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,686 EUR | 508,736 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.90 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,459 EUR | 508,509 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.60 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,167 EUR | 507,215 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.30 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,514 EUR | 505,564 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.50 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,927 EUR | 506,977 EUR | 100.00% | 100.00% |
12/11/2024 | 0.81% | 99.80 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,759 EUR | 503,809 EUR | 100.00% | 100.00% |
11/11/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,785 EUR | 504,785 EUR | 99.92% | 99.92% |
08/11/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,714 EUR | 502,714 EUR | 100.00% | 100.00% |
07/11/2024 | 0.81% | 99.90 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,390 EUR | 503,440 EUR | 99.23% | 99.23% |