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 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,939 | 494,939 | 497,908 EUR | 499,444 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,931 | 494,931 | 497,478 EUR | 499,015 EUR | 99.25% | 99.25% |
18/11/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,434 EUR | 499,972 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 100.60 % | 101.10 % | 500,000 | 500,000 | 494,969 | 494,969 | 497,686 EUR | 500,163 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,851 | 494,851 | 499,166 EUR | 500,702 EUR | 97.70% | 97.70% |
13/11/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,997 EUR | 498,534 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,915 | 494,915 | 497,834 EUR | 499,371 EUR | 98.93% | 98.93% |
11/11/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,017 EUR | 499,554 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,061 EUR | 499,598 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,930 | 494,930 | 498,336 EUR | 499,873 EUR | 99.23% | 99.23% |