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 | 0.84% | 96.70 % | 97.50 % | 500,000 | 500,000 | 494,942 | 494,942 | 481,966 EUR | 485,931 EUR | 99.37% | 99.37% |
19/11/2024 | 0.85% | 96.80 % | 97.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 476,708 EUR | 480,673 EUR | 100.00% | 100.00% |
18/11/2024 | 0.84% | 97.20 % | 98.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 481,565 EUR | 485,530 EUR | 100.00% | 100.00% |
15/11/2024 | 1.04% | 98.40 % | 99.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 485,039 EUR | 489,994 EUR | 100.00% | 100.00% |
14/11/2024 | 0.85% | 96.90 % | 97.70 % | 500,000 | 500,000 | 494,924 | 494,924 | 477,888 EUR | 481,852 EUR | 99.10% | 99.10% |
13/11/2024 | 0.84% | 96.50 % | 97.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 480,203 EUR | 484,168 EUR | 100.00% | 100.00% |
12/11/2024 | 0.83% | 97.90 % | 98.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 485,659 EUR | 489,624 EUR | 100.00% | 100.00% |
11/11/2024 | 0.84% | 97.50 % | 98.30 % | 500,000 | 500,000 | 494,971 | 494,971 | 481,109 EUR | 485,074 EUR | 100.00% | 100.00% |
08/11/2024 | 0.84% | 96.80 % | 97.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 480,713 EUR | 484,678 EUR | 100.00% | 100.00% |
07/11/2024 | 0.85% | 96.60 % | 97.40 % | 500,000 | 500,000 | 494,930 | 494,930 | 477,526 EUR | 481,490 EUR | 99.23% | 99.23% |