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% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,590 EUR | 499,139 EUR | 100.00% | 100.00% |
19/11/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,052 EUR | 499,602 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,484 EUR | 500,034 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,807 EUR | 502,307 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,259 EUR | 500,809 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,793 EUR | 499,343 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,456 EUR | 499,006 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,009 EUR | 501,559 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,162 EUR | 500,712 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,730 EUR | 500,280 EUR | 99.24% | 99.24% |