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% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,418 EUR | 501,918 EUR | 99.37% | 99.37% |
19/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,388 EUR | 497,888 EUR | 100.00% | 100.00% |
18/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,965 EUR | 501,465 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,290 EUR | 503,790 EUR | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,687 EUR | 501,187 EUR | 99.10% | 99.10% |
13/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,497 EUR | 497,997 EUR | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,281 EUR | 499,781 EUR | 100.00% | 100.00% |
11/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,408 EUR | 498,908 EUR | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,302 EUR | 499,802 EUR | 100.00% | 100.00% |
07/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,799 EUR | 502,299 EUR | 99.23% | 99.23% |