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% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,385 EUR | 501,385 EUR | 97.95% | 97.95% |
19/11/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,583 EUR | 502,583 EUR | 100.00% | 100.00% |
18/11/2024 | - | 100.10 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 99.09% |
15/11/2024 | - | 99.70 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 99.93% |
14/11/2024 | - | 100.00 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 99.92% |
13/11/2024 | - | 99.90 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
12/11/2024 | - | 99.80 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
11/11/2024 | - | 100.00 % | 100.80 % | 500,000 | 50,000 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
08/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,950 EUR | 502,950 EUR | 100.00% | 100.00% |
07/11/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,028 EUR | 502,028 EUR | 99.76% | 99.76% |