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 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,705 EUR | 500,254 EUR | 100.00% | 100.00% |
19/11/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,296 EUR | 499,846 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,190 EUR | 502,740 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,547 EUR | 504,047 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,317 EUR | 502,867 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,980 EUR | 502,530 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,732 EUR | 504,282 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,853 EUR | 506,403 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,604 EUR | 503,154 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,377 EUR | 502,927 EUR | 99.24% | 99.24% |