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 | 0.40% | 99.70 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,500 EUR | 100,100 EUR | 100.00% | 100.00% |
19/11/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 EUR | 500,500 EUR | 100.00% | 100.00% |
18/11/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 499,997 | 499,997 | 498,497 EUR | 500,497 EUR | 99.06% | 99.06% |
15/11/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 EUR | 500,500 EUR | 100.00% | 100.00% |
14/11/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 499,495 | 499,495 | 497,996 EUR | 499,994 EUR | 99.92% | 99.92% |
13/11/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 EUR | 500,500 EUR | 100.00% | 100.00% |
12/11/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 EUR | 500,500 EUR | 100.00% | 100.00% |
11/11/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,531 EUR | 500,531 EUR | 100.00% | 100.00% |
08/11/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,670 EUR | 500,670 EUR | 100.00% | 100.00% |
07/11/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,628 EUR | 500,628 EUR | 99.76% | 99.76% |