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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,667 EUR | 501,217 EUR | 100.00% | 100.00% |
22/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,524 EUR | 502,074 EUR | 99.90% | 99.90% |
20/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,044 EUR | 502,593 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,859 EUR | 500,409 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,950 EUR | 499,500 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,151 EUR | 500,651 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,496 EUR | 500,046 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,830 EUR | 498,380 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,952 EUR | 499,502 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,516 EUR | 501,066 EUR | 100.00% | 100.00% |