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 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,940 | 494,940 | 493,655 EUR | 495,191 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,968 | 494,968 | 494,269 EUR | 495,806 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,747 EUR | 496,284 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 100.00 % | 100.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,858 EUR | 496,335 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 99.40 % | 99.71 % | 500,000 | 500,000 | 494,927 | 494,927 | 489,668 EUR | 491,205 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 488,531 EUR | 490,068 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 494,976 | 494,976 | 489,114 EUR | 490,651 EUR | 100.00% | 100.00% |
11/11/2024 | 0.33% | 98.60 % | 98.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 487,222 EUR | 488,759 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 98.60 % | 98.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 488,437 EUR | 489,974 EUR | 100.00% | 100.00% |
07/11/2024 | 0.33% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,957 | 494,957 | 487,258 EUR | 488,795 EUR | 99.76% | 99.76% |