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 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,544 EUR | 506,044 EUR | 100.00% | 100.00% |
19/11/2024 | 0.50% | 100.67 % | 101.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,783 EUR | 505,283 EUR | 89.39% | 89.39% |
18/11/2024 | 0.50% | 101.06 % | 101.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,569 EUR | 506,069 EUR | 99.67% | 99.67% |
15/11/2024 | 0.50% | 100.19 % | 100.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,564 EUR | 503,064 EUR | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.33 % | 97.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,801 EUR | 490,301 EUR | 5.13% | 5.13% |
13/11/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,819 EUR | 502,319 EUR | 97.05% | 97.05% |
12/11/2024 | 0.49% | 99.77 % | 100.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,407 EUR | 506,907 EUR | 3.86% | 3.86% |
11/11/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,961 EUR | 518,461 EUR | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.78 % | 103.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,132 EUR | 516,632 EUR | 99.83% | 99.83% |
07/11/2024 | 0.49% | 102.78 % | 103.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,027 EUR | 516,527 EUR | 100.00% | 100.00% |