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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,180 EUR | 503,730 EUR | 99.90% | 99.90% |
20/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,679 EUR | 503,228 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,255 EUR | 502,805 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,552 EUR | 503,102 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,759 EUR | 504,259 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,959 EUR | 503,509 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,245 EUR | 502,795 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,566 EUR | 503,116 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,116 EUR | 503,666 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,461 EUR | 504,011 EUR | 100.00% | 100.00% |