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 | 0.50% | 98.68 % | 99.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,812 EUR | 497,312 EUR | 100.00% | 100.00% |
19/11/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,039 EUR | 495,539 EUR | 89.40% | 89.40% |
18/11/2024 | 0.50% | 99.04 % | 99.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,843 EUR | 497,343 EUR | 99.67% | 99.67% |
15/11/2024 | 0.50% | 98.78 % | 99.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,458 EUR | 496,958 EUR | 100.00% | 100.00% |
14/11/2024 | 0.50% | 98.98 % | 99.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,871 EUR | 496,371 EUR | 100.00% | 100.00% |
13/11/2024 | 0.51% | 98.42 % | 98.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,872 EUR | 494,372 EUR | 100.00% | 100.00% |
12/11/2024 | 0.50% | 98.28 % | 98.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,804 EUR | 496,304 EUR | 98.73% | 98.73% |
11/11/2024 | 0.50% | 98.89 % | 99.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,839 EUR | 497,339 EUR | 100.00% | 100.00% |
08/11/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,697 EUR | 497,197 EUR | 99.84% | 99.84% |
07/11/2024 | 0.50% | 98.96 % | 99.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,505 EUR | 497,005 EUR | 100.00% | 100.00% |