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 | 0.75% | 47.75 % | 48.11 % | 418,000 | 415,000 | 412,794 | 409,689 | 199,768 EUR | 199,755 EUR | 99.97% | 99.97% |
19/11/2024 | 0.75% | 49.12 % | 49.49 % | 407,000 | 404,000 | 408,163 | 405,103 | 199,732 EUR | 199,733 EUR | 99.99% | 99.99% |
18/11/2024 | 0.75% | 48.72 % | 49.09 % | 410,000 | 407,000 | 407,805 | 404,739 | 199,765 EUR | 199,754 EUR | 99.94% | 99.94% |
15/11/2024 | 0.75% | 48.90 % | 49.27 % | 408,000 | 405,000 | 414,558 | 411,489 | 199,755 EUR | 199,767 EUR | 99.95% | 99.95% |
14/11/2024 | 0.75% | 47.08 % | 47.43 % | 424,000 | 421,000 | 431,312 | 428,094 | 199,752 EUR | 199,747 EUR | 99.99% | 99.99% |
13/11/2024 | 0.76% | 45.84 % | 46.18 % | 436,000 | 433,000 | 433,111 | 429,878 | 199,762 EUR | 199,774 EUR | 99.92% | 99.92% |
12/11/2024 | 0.75% | 46.17 % | 46.52 % | 433,000 | 429,000 | 431,462 | 428,250 | 199,762 EUR | 199,774 EUR | 99.94% | 99.94% |
11/11/2024 | 0.75% | 46.05 % | 46.40 % | 434,000 | 431,000 | 437,778 | 434,582 | 199,755 EUR | 199,782 EUR | 99.98% | 99.98% |
08/11/2024 | 0.75% | 45.45 % | 45.79 % | 440,000 | 436,000 | 440,339 | 436,998 | 199,778 EUR | 199,748 EUR | 99.94% | 99.94% |
07/11/2024 | 0.75% | 44.55 % | 44.89 % | 448,000 | 445,000 | 446,416 | 443,037 | 199,768 EUR | 199,756 EUR | 99.93% | 99.93% |