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% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,482 EUR | 496,982 EUR | 100.00% | 100.00% |
19/11/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,290 EUR | 496,790 EUR | 100.00% | 100.00% |
18/11/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,153 EUR | 498,653 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,063 EUR | 499,563 EUR | 100.00% | 100.00% |
14/11/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,094 EUR | 499,594 EUR | 99.10% | 99.10% |
13/11/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,934 EUR | 499,434 EUR | 100.00% | 100.00% |
12/11/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,089 EUR | 500,589 EUR | 100.00% | 100.00% |
11/11/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,260 EUR | 500,760 EUR | 100.00% | 100.00% |
08/11/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,142 EUR | 499,642 EUR | 100.00% | 100.00% |
07/11/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,566 EUR | 499,066 EUR | 99.23% | 99.23% |