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 | 1.00% | 99.45 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,974 EUR | 502,974 EUR | 100.00% | 100.00% |
19/11/2024 | 1.00% | 99.45 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,054 EUR | 502,054 EUR | 100.00% | 100.00% |
18/11/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,158 EUR | 503,158 EUR | 100.00% | 100.00% |
15/11/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,904 EUR | 503,904 EUR | 100.00% | 100.00% |
14/11/2024 | 1.00% | 99.95 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,471 EUR | 504,471 EUR | 100.00% | 100.00% |
13/11/2024 | 1.00% | 99.75 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,768 EUR | 503,768 EUR | 100.00% | 100.00% |
12/11/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,866 EUR | 503,866 EUR | 98.58% | 98.58% |
11/11/2024 | 1.00% | 99.75 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,761 EUR | 503,761 EUR | 100.00% | 100.00% |
08/11/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,109 EUR | 503,109 EUR | 98.79% | 98.79% |
07/11/2024 | 1.00% | 99.65 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,114 EUR | 503,114 EUR | 99.89% | 99.89% |