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% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,164 EUR | 499,713 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,360 EUR | 497,910 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,282 EUR | 501,832 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,432 EUR | 502,932 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,717 EUR | 501,267 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,132 EUR | 499,682 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,342 EUR | 500,892 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,036 EUR | 500,586 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,060 EUR | 497,610 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 99.10 % | 99.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,739 EUR | 499,289 EUR | 99.24% | 99.24% |