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% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,330 EUR | 505,663 EUR | 96.79% | 96.79% |
19/11/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,030 EUR | 502,015 EUR | 98.43% | 98.43% |
18/11/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,340 EUR | 505,171 EUR | 98.93% | 98.93% |
15/11/2024 | 0.50% | 100.40 % | 100.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,580 EUR | 504,292 EUR | 98.25% | 98.25% |
14/11/2024 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,520 EUR | 504,262 EUR | 98.88% | 98.88% |
13/11/2024 | 0.50% | 99.65 % | 100.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,240 EUR | 502,620 EUR | 98.89% | 98.89% |
12/11/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,380 EUR | 504,689 EUR | 98.95% | 98.95% |
11/11/2024 | 0.50% | 101.05 % | 101.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,220 EUR | 505,609 EUR | 98.91% | 98.91% |
08/11/2024 | 0.50% | 99.65 % | 100.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,135 EUR | 501,067 EUR | 98.46% | 98.46% |
07/11/2024 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,330 EUR | 505,165 EUR | 98.51% | 98.51% |