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 | 0.54% | 91.75 % | 92.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,975 EUR | 464,475 EUR | 100.00% | 100.00% |
19/11/2024 | 0.54% | 92.50 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,355 EUR | 466,855 EUR | 100.00% | 100.00% |
18/11/2024 | 0.53% | 92.85 % | 93.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,129 EUR | 471,629 EUR | 100.00% | 100.00% |
15/11/2024 | 0.53% | 94.05 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,010 EUR | 473,510 EUR | 100.00% | 100.00% |
14/11/2024 | 0.53% | 94.35 % | 94.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,592 EUR | 474,092 EUR | 100.00% | 100.00% |
13/11/2024 | 0.53% | 94.35 % | 94.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,950 EUR | 474,450 EUR | 100.00% | 100.00% |
12/11/2024 | 0.53% | 94.40 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,744 EUR | 474,244 EUR | 99.06% | 99.06% |
11/11/2024 | 0.53% | 94.45 % | 94.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,760 EUR | 472,260 EUR | 100.00% | 100.00% |
08/11/2024 | 0.53% | 94.10 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,609 EUR | 472,109 EUR | 98.79% | 98.79% |
07/11/2024 | 0.53% | 93.95 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,083 EUR | 472,583 EUR | 99.91% | 99.91% |