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 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,466 EUR | 501,966 EUR | 100.00% | 100.00% |
19/11/2024 | 0.50% | 99.74 % | 100.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,874 EUR | 500,374 EUR | 89.37% | 89.37% |
18/11/2024 | 0.50% | 100.38 % | 100.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,903 EUR | 503,403 EUR | 99.66% | 99.66% |
15/11/2024 | 0.50% | 99.98 % | 100.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,610 EUR | 503,110 EUR | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.97 % | 100.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,160 EUR | 500,660 EUR | 100.00% | 100.00% |
13/11/2024 | 0.50% | 98.73 % | 99.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,835 EUR | 497,335 EUR | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.21 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,162 EUR | 501,662 EUR | 98.70% | 98.70% |
11/11/2024 | 0.50% | 100.11 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,569 EUR | 503,069 EUR | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,798 EUR | 501,298 EUR | 99.84% | 99.84% |
07/11/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,903 EUR | 500,403 EUR | 100.00% | 100.00% |