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% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,738 EUR | 499,738 EUR | 98.59% | 98.59% |
19/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,589 EUR | 495,589 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,357 EUR | 499,357 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,605 EUR | 502,605 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,959 EUR | 498,959 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,059 EUR | 498,059 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,100 EUR | 501,100 EUR | 100.00% | 100.00% |
11/11/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,683 EUR | 502,683 EUR | 100.00% | 100.00% |
08/11/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,656 EUR | 501,656 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,947 EUR | 498,947 EUR | 99.24% | 99.24% |