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% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,087 EUR | 496,636 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,693 EUR | 496,243 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,580 EUR | 496,130 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 492,505 | 492,505 | 486,922 EUR | 489,418 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,805 EUR | 499,355 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,503 EUR | 500,053 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,213 EUR | 500,763 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,629 EUR | 502,179 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,174 EUR | 501,724 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,284 EUR | 500,834 EUR | 99.23% | 99.23% |