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 | 0.62% | 98.70 % | 99.30 % | 500,000 | 500,000 | 494,972 | 494,972 | 489,936 EUR | 492,910 EUR | 100.00% | 100.00% |
19/11/2024 | 0.62% | 99.10 % | 99.70 % | 500,000 | 500,000 | 494,968 | 494,968 | 489,875 EUR | 492,849 EUR | 100.00% | 100.00% |
18/11/2024 | 0.62% | 99.60 % | 100.20 % | 500,000 | 500,000 | 494,971 | 494,971 | 491,769 EUR | 494,743 EUR | 100.00% | 100.00% |
15/11/2024 | 0.82% | 99.10 % | 99.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 491,048 EUR | 495,012 EUR | 100.00% | 100.00% |
14/11/2024 | 0.62% | 99.20 % | 99.80 % | 500,000 | 500,000 | 494,924 | 494,924 | 488,484 EUR | 491,457 EUR | 99.10% | 99.10% |
13/11/2024 | 0.63% | 98.10 % | 98.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 486,527 EUR | 489,501 EUR | 100.00% | 100.00% |
12/11/2024 | 0.62% | 98.60 % | 99.20 % | 500,000 | 500,000 | 494,973 | 494,973 | 491,019 EUR | 493,993 EUR | 100.00% | 100.00% |
11/11/2024 | 0.62% | 99.50 % | 100.10 % | 500,000 | 500,000 | 494,969 | 494,969 | 492,486 EUR | 495,460 EUR | 100.00% | 100.00% |
08/11/2024 | 0.62% | 99.20 % | 99.80 % | 500,000 | 500,000 | 494,968 | 494,968 | 491,202 EUR | 494,177 EUR | 100.00% | 100.00% |
07/11/2024 | 0.62% | 99.40 % | 100.00 % | 500,000 | 500,000 | 494,957 | 494,957 | 491,133 EUR | 494,107 EUR | 99.76% | 99.76% |