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 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,945 EUR | 495,445 EUR | 100.00% | 100.00% |
19/11/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,952 EUR | 495,452 EUR | 100.00% | 100.00% |
18/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,374 EUR | 497,874 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,207 EUR | 496,707 EUR | 100.00% | 100.00% |
14/11/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,087 EUR | 495,587 EUR | 100.00% | 100.00% |
13/11/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,154 EUR | 495,654 EUR | 100.00% | 100.00% |
12/11/2024 | 0.50% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,526 EUR | 497,026 EUR | 98.75% | 98.75% |
11/11/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,310 EUR | 496,810 EUR | 100.00% | 100.00% |
08/11/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,837 EUR | 497,337 EUR | 98.95% | 98.95% |
07/11/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,144 EUR | 495,644 EUR | 99.89% | 99.89% |