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 | 495,057 EUR | 496,606 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,084 EUR | 492,634 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,355 EUR | 493,905 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,598 EUR | 497,098 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,730 EUR | 497,280 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,782 EUR | 494,332 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,003 EUR | 496,553 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,973 EUR | 501,523 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,059 EUR | 499,609 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,204 EUR | 500,754 EUR | 99.23% | 99.23% |