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 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,766 EUR | 495,266 EUR | 100.00% | 100.00% |
19/11/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,734 EUR | 495,234 EUR | 100.00% | 100.00% |
18/11/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,447 EUR | 490,947 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,470 EUR | 495,970 EUR | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,130 EUR | 498,630 EUR | 100.00% | 100.00% |
13/11/2024 | 0.50% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,423 EUR | 498,923 EUR | 100.00% | 100.00% |
12/11/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,962 EUR | 498,462 EUR | 98.95% | 98.95% |
11/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,690 EUR | 498,190 EUR | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,978 EUR | 502,478 EUR | 99.06% | 99.06% |
07/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,265 EUR | 500,765 EUR | 99.90% | 99.90% |