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 | 0.85% | 96.10 % | 96.90 % | 500,000 | 500,000 | 494,972 | 494,972 | 476,755 EUR | 480,720 EUR | 100.00% | 100.00% |
19/11/2024 | 0.85% | 96.50 % | 97.30 % | 500,000 | 500,000 | 494,968 | 494,968 | 476,940 EUR | 480,905 EUR | 100.00% | 100.00% |
18/11/2024 | 0.85% | 97.00 % | 97.80 % | 500,000 | 500,000 | 494,971 | 494,971 | 478,549 EUR | 482,514 EUR | 100.00% | 100.00% |
15/11/2024 | 1.05% | 96.40 % | 97.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 477,744 EUR | 482,699 EUR | 100.00% | 100.00% |
14/11/2024 | 0.85% | 96.50 % | 97.30 % | 500,000 | 500,000 | 494,924 | 494,924 | 475,178 EUR | 479,142 EUR | 99.10% | 99.10% |
13/11/2024 | 0.85% | 95.40 % | 96.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 473,288 EUR | 477,253 EUR | 100.00% | 100.00% |
12/11/2024 | 0.85% | 96.00 % | 96.80 % | 500,000 | 500,000 | 494,973 | 494,973 | 477,753 EUR | 481,718 EUR | 100.00% | 100.00% |
11/11/2024 | 0.84% | 96.90 % | 97.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 479,495 EUR | 483,460 EUR | 100.00% | 100.00% |
08/11/2024 | 0.85% | 96.60 % | 97.40 % | 500,000 | 500,000 | 494,968 | 494,968 | 478,028 EUR | 481,993 EUR | 100.00% | 100.00% |
07/11/2024 | 0.85% | 96.70 % | 97.50 % | 500,000 | 500,000 | 494,957 | 494,957 | 477,835 EUR | 481,800 EUR | 99.76% | 99.76% |