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 | 0.31% | 95.70 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,597 EUR | 481,097 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 95.30 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,207 EUR | 477,707 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 96.30 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,220 EUR | 481,720 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,260 EUR | 483,760 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 97.30 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,491 EUR | 486,991 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 96.80 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,505 EUR | 484,005 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 97.00 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,463 EUR | 488,963 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 98.20 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,875 EUR | 491,375 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 96.50 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,632 EUR | 488,132 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 99.10 % | 99.40 % | 500,000 | 500,000 | 499,728 | 499,728 | 488,349 EUR | 489,849 EUR | 96.73% | 97.46% |