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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.57% | 97.20 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,207 EUR | 486,957 EUR | 100.00% | 100.00% |
20/11/2024 | 0.57% | 95.60 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,407 EUR | 483,157 EUR | 100.00% | 100.00% |
19/11/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,997 EUR | 483,497 EUR | 100.00% | 100.00% |
18/11/2024 | 0.52% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,503 EUR | 486,003 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,486 EUR | 486,986 EUR | 100.00% | 100.00% |
14/11/2024 | 0.56% | 97.80 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,111 EUR | 489,861 EUR | 99.92% | 99.92% |
13/11/2024 | 0.56% | 97.20 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,755 EUR | 489,505 EUR | 100.00% | 100.00% |
12/11/2024 | 0.51% | 97.35 % | 97.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,064 EUR | 490,564 EUR | 99.99% | 99.99% |
11/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,812 EUR | 492,312 EUR | 100.00% | 100.00% |
08/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,787 EUR | 490,287 EUR | 99.85% | 99.85% |