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% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,044 EUR | 502,044 EUR | 97.95% | 97.95% |
19/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,919 EUR | 501,919 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,839 EUR | 502,839 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,346 EUR | 503,346 EUR | 98.43% | 98.43% |
14/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,372 EUR | 502,372 EUR | 99.72% | 99.72% |
13/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,530 EUR | 500,530 EUR | 100.00% | 100.00% |
12/11/2024 | 1.00% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,616 EUR | 501,616 EUR | 100.00% | 100.00% |
11/11/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,923 EUR | 500,923 EUR | 99.92% | 99.92% |
08/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,404 EUR | 496,404 EUR | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,008 EUR | 498,008 EUR | 99.23% | 99.23% |