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 | 0.52% | 95.20 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,438 EUR | 481,938 EUR | 100.00% | 100.00% |
19/11/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,472 EUR | 480,972 EUR | 100.00% | 100.00% |
18/11/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,410 EUR | 478,910 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,329 EUR | 481,829 EUR | 100.00% | 100.00% |
14/11/2024 | 0.51% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,833 EUR | 487,333 EUR | 100.00% | 100.00% |
13/11/2024 | 0.51% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,999 EUR | 491,499 EUR | 100.00% | 100.00% |
12/11/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,458 EUR | 495,958 EUR | 99.39% | 99.39% |
11/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,629 EUR | 499,129 EUR | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,552 EUR | 503,052 EUR | 99.76% | 99.76% |
07/11/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,451 EUR | 499,951 EUR | 99.90% | 99.90% |