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% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,474 EUR | 498,237 EUR | 96.74% | 96.74% |
19/11/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,913 EUR | 498,457 EUR | 98.92% | 98.92% |
18/11/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,630 EUR | 498,315 EUR | 98.94% | 98.94% |
15/11/2024 | 0.50% | 99.30 % | 99.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,531 EUR | 498,766 EUR | 98.28% | 98.28% |
14/11/2024 | 0.50% | 99.25 % | 99.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,949 EUR | 498,475 EUR | 98.12% | 98.12% |
13/11/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,970 EUR | 498,485 EUR | 98.47% | 98.47% |
12/11/2024 | 0.50% | 99.20 % | 99.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,689 EUR | 499,345 EUR | 97.58% | 97.58% |
11/11/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,210 EUR | 502,606 EUR | 98.90% | 98.90% |
08/11/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,632 EUR | 501,816 EUR | 98.76% | 98.76% |
07/11/2024 | 0.50% | 99.95 % | 100.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,610 EUR | 502,305 EUR | 98.55% | 98.55% |