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% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,722 EUR | 499,222 EUR | 99.36% | 99.36% |
19/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 499,736 | 499,736 | 497,267 EUR | 499,766 EUR | 100.00% | 100.00% |
18/11/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,240 EUR | 506,740 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,477 EUR | 505,977 EUR | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,393 EUR | 503,893 EUR | 99.10% | 99.10% |
13/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,166 EUR | 502,666 EUR | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,616 EUR | 503,116 EUR | 100.00% | 100.00% |
11/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,079 EUR | 503,579 EUR | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,619 EUR | 502,119 EUR | 100.00% | 100.00% |
07/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,354 EUR | 504,854 EUR | 99.23% | 99.23% |