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 | 0.33% | 97.80 % | 98.11 % | 500,000 | 500,000 | 494,971 | 494,971 | 485,304 EUR | 486,840 EUR | 100.00% | 100.00% |
19/11/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,969 | 494,969 | 485,260 EUR | 486,797 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 98.30 % | 98.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 486,064 EUR | 487,601 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 98.30 % | 98.80 % | 500,000 | 500,000 | 494,825 | 494,825 | 485,875 EUR | 488,351 EUR | 97.21% | 97.21% |
14/11/2024 | 0.33% | 98.10 % | 98.41 % | 500,000 | 500,000 | 494,925 | 494,925 | 484,544 EUR | 486,081 EUR | 99.10% | 99.10% |
13/11/2024 | 0.33% | 98.20 % | 98.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 486,947 EUR | 488,484 EUR | 100.00% | 100.00% |
12/11/2024 | 0.33% | 97.60 % | 97.91 % | 500,000 | 500,000 | 494,971 | 494,971 | 485,171 EUR | 486,708 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,969 | 494,879 | 487,894 EUR | 489,342 EUR | 100.00% | 100.00% |
08/11/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,666 EUR | 487,204 EUR | 100.00% | 100.00% |
07/11/2024 | 0.33% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,957 | 494,957 | 486,836 EUR | 488,373 EUR | 99.76% | 99.76% |