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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,065 EUR | 498,615 EUR | 100.00% | 100.00% |
22/11/2024 | 0.31% | 99.00 % | 99.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,422 EUR | 496,972 EUR | 99.90% | 99.90% |
20/11/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,321 EUR | 497,870 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,144 EUR | 495,694 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,368 EUR | 496,918 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,942 EUR | 498,442 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,244 EUR | 498,794 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,848 EUR | 499,398 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,663 EUR | 501,213 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,153 EUR | 504,703 EUR | 100.00% | 100.00% |