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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 496,123 | 496,123 | 496,175 EUR | 500,159 EUR | 100.00% | 100.00% |
12/11/2024 | 1.02% | 99.40 % | 100.40 % | 500,000 | 500,000 | 487,700 | 487,700 | 486,381 EUR | 491,307 EUR | 100.00% | 100.00% |
11/11/2024 | 0.82% | 101.60 % | 102.40 % | 500,000 | 500,000 | 478,672 | 478,672 | 487,017 EUR | 490,934 EUR | 100.00% | 100.00% |
08/11/2024 | 0.82% | 101.60 % | 102.40 % | 500,000 | 500,000 | 478,576 | 478,576 | 485,395 EUR | 489,312 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.30 % | 102.10 % | 500,000 | 500,000 | 494,832 | 494,832 | 500,476 EUR | 504,455 EUR | 99.76% | 99.76% |
06/11/2024 | 0.84% | 100.20 % | 101.00 % | 500,000 | 500,000 | 473,737 | 473,737 | 475,801 EUR | 479,698 EUR | 100.00% | 100.00% |
05/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,872 EUR | 500,872 EUR | 99.89% | 99.89% |
04/11/2024 | 0.81% | 99.20 % | 100.00 % | 500,000 | 500,000 | 498,678 | 498,678 | 494,850 EUR | 498,845 EUR | 99.32% | 99.32% |
01/11/2024 | 0.82% | 98.80 % | 99.60 % | 500,000 | 500,000 | 494,397 | 494,397 | 487,425 EUR | 491,402 EUR | 99.61% | 99.61% |
31/10/2024 | 0.84% | 95.30 % | 96.10 % | 500,000 | 500,000 | 496,635 | 496,635 | 475,391 EUR | 479,377 EUR | 100.00% | 100.00% |