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% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,944 | 494,944 | 494,952 EUR | 496,488 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,969 EUR | 496,506 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,970 EUR | 496,507 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 100.00 % | 100.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,928 EUR | 497,406 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,926 | 494,926 | 494,855 EUR | 496,392 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,970 EUR | 496,507 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,975 | 494,975 | 495,393 EUR | 496,930 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,464 EUR | 497,001 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,967 | 494,967 | 495,183 EUR | 496,720 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,931 | 494,931 | 495,047 EUR | 496,584 EUR | 99.24% | 99.24% |