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 | 0.50% | 100.25 % | 100.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,260 EUR | 503,628 EUR | 96.83% | 96.83% |
19/11/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,564 EUR | 499,282 EUR | 98.95% | 98.95% |
18/11/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,016 EUR | 499,508 EUR | 98.91% | 98.91% |
15/11/2024 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,477 EUR | 499,738 EUR | 98.25% | 98.25% |
14/11/2024 | 0.50% | 99.75 % | 100.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,242 EUR | 501,121 EUR | 98.93% | 98.93% |
13/11/2024 | 0.50% | 99.65 % | 100.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,988 EUR | 499,994 EUR | 98.86% | 98.86% |
12/11/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,310 EUR | 503,154 EUR | 98.95% | 98.95% |
11/11/2024 | 0.50% | 100.15 % | 100.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,110 EUR | 504,056 EUR | 98.90% | 98.90% |
08/11/2024 | 0.50% | 100.10 % | 100.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,010 EUR | 503,004 EUR | 98.89% | 98.89% |
07/11/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,203 EUR | 500,703 EUR | 98.53% | 98.53% |