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 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,024 EUR | 498,524 EUR | 99.37% | 99.37% |
19/11/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,525 EUR | 498,025 EUR | 100.00% | 100.00% |
18/11/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,957 EUR | 498,457 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,121 EUR | 499,621 EUR | 100.00% | 100.00% |
14/11/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,614 EUR | 499,114 EUR | 99.10% | 99.10% |
13/11/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,707 EUR | 499,207 EUR | 100.00% | 100.00% |
12/11/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,939 EUR | 499,439 EUR | 100.00% | 100.00% |
11/11/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,499 EUR | 499,999 EUR | 100.00% | 100.00% |
08/11/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,035 EUR | 499,535 EUR | 100.00% | 100.00% |
07/11/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,699 EUR | 499,199 EUR | 99.76% | 99.76% |