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 | 0.31% | 99.50 % | 99.80 % | 500,000 | 500,000 | 494,942 | 494,942 | 493,446 EUR | 494,934 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 98.70 % | 99.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 487,506 EUR | 488,993 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 98.90 % | 99.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 489,891 EUR | 491,379 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 99.60 % | 100.10 % | 500,000 | 500,000 | 494,969 | 494,969 | 492,258 EUR | 494,736 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 99.00 % | 99.30 % | 500,000 | 500,000 | 494,924 | 494,924 | 489,096 EUR | 490,584 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 98.70 % | 99.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 489,851 EUR | 491,338 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 99.50 % | 99.80 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,160 EUR | 494,647 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 99.20 % | 99.50 % | 500,000 | 500,000 | 494,971 | 494,971 | 490,523 EUR | 492,011 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 98.90 % | 99.20 % | 500,000 | 500,000 | 494,968 | 494,968 | 490,344 EUR | 491,831 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 98.90 % | 99.20 % | 500,000 | 500,000 | 494,931 | 494,931 | 488,959 EUR | 490,446 EUR | 99.23% | 99.23% |