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 | 0.83% | 98.00 % | 98.80 % | 500,000 | 500,000 | 494,944 | 494,944 | 484,998 EUR | 488,963 EUR | 99.37% | 99.37% |
19/11/2024 | 0.83% | 98.00 % | 98.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 484,991 EUR | 488,956 EUR | 100.00% | 100.00% |
18/11/2024 | 0.83% | 98.50 % | 99.30 % | 500,000 | 500,000 | 494,971 | 494,971 | 487,283 EUR | 491,248 EUR | 100.00% | 100.00% |
15/11/2024 | 1.03% | 98.60 % | 99.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 488,012 EUR | 492,967 EUR | 100.00% | 100.00% |
14/11/2024 | 0.83% | 98.20 % | 99.00 % | 500,000 | 500,000 | 494,927 | 494,927 | 486,199 EUR | 490,164 EUR | 99.10% | 99.10% |
13/11/2024 | 0.83% | 97.90 % | 98.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,931 EUR | 489,896 EUR | 100.00% | 100.00% |
12/11/2024 | 0.83% | 98.30 % | 99.10 % | 500,000 | 500,000 | 494,975 | 494,975 | 487,926 EUR | 491,891 EUR | 100.00% | 100.00% |
11/11/2024 | 0.83% | 98.90 % | 99.70 % | 500,000 | 500,000 | 494,973 | 494,973 | 489,727 EUR | 493,692 EUR | 100.00% | 100.00% |
08/11/2024 | 0.83% | 98.50 % | 99.30 % | 500,000 | 500,000 | 494,937 | 494,937 | 485,400 EUR | 489,365 EUR | 99.41% | 99.41% |
07/11/2024 | 0.84% | 98.00 % | 98.80 % | 500,000 | 500,000 | 494,931 | 494,931 | 481,434 EUR | 485,398 EUR | 99.23% | 99.23% |