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 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,171 EUR | 493,671 EUR | 100.00% | 100.00% |
19/11/2024 | 0.51% | 98.24 % | 98.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,141 EUR | 493,641 EUR | 89.36% | 89.36% |
18/11/2024 | 0.50% | 98.73 % | 99.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,989 EUR | 496,489 EUR | 99.66% | 99.66% |
15/11/2024 | 0.50% | 98.64 % | 99.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,824 EUR | 496,324 EUR | 100.00% | 100.00% |
14/11/2024 | 0.51% | 98.71 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,107 EUR | 495,607 EUR | 100.00% | 100.00% |
13/11/2024 | 0.51% | 98.63 % | 99.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,101 EUR | 495,601 EUR | 100.00% | 100.00% |
12/11/2024 | 0.50% | 98.87 % | 99.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,888 EUR | 498,388 EUR | 98.71% | 98.71% |
11/11/2024 | 0.50% | 99.51 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,154 EUR | 499,654 EUR | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.03 % | 99.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,951 EUR | 498,451 EUR | 99.84% | 99.84% |
07/11/2024 | 0.50% | 99.08 % | 99.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,228 EUR | 497,728 EUR | 100.00% | 100.00% |