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% | 100.22 % | 100.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,487 EUR | 505,987 EUR | 100.00% | 100.00% |
19/11/2024 | 0.50% | 100.46 % | 100.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,824 EUR | 503,324 EUR | 89.38% | 89.38% |
18/11/2024 | 0.49% | 101.11 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,142 EUR | 507,642 EUR | 99.66% | 99.66% |
15/11/2024 | 0.49% | 100.84 % | 101.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,754 EUR | 507,254 EUR | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.28 % | 100.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,749 EUR | 502,249 EUR | 100.00% | 100.00% |
13/11/2024 | 0.50% | 99.37 % | 99.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,391 EUR | 500,891 EUR | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,218 EUR | 504,718 EUR | 98.74% | 98.74% |
11/11/2024 | 0.49% | 100.82 % | 101.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,422 EUR | 506,922 EUR | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.29 % | 100.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,664 EUR | 504,164 EUR | 99.83% | 99.83% |
07/11/2024 | 0.50% | 100.49 % | 100.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,014 EUR | 504,514 EUR | 100.00% | 100.00% |