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 | 0.32% | 98.30 % | 98.60 % | 500,000 | 500,000 | 494,944 | 494,944 | 487,112 EUR | 488,600 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 98.10 % | 98.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,662 EUR | 487,150 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 98.70 % | 99.00 % | 500,000 | 500,000 | 494,971 | 494,971 | 488,643 EUR | 490,130 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 98.30 % | 98.80 % | 500,000 | 500,000 | 494,969 | 494,969 | 487,209 EUR | 489,686 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 98.40 % | 98.70 % | 500,000 | 500,000 | 494,927 | 494,927 | 487,106 EUR | 488,593 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 98.10 % | 98.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 486,842 EUR | 488,330 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 98.50 % | 98.80 % | 500,000 | 500,000 | 494,975 | 494,975 | 488,667 EUR | 490,155 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 98.80 % | 99.10 % | 500,000 | 500,000 | 494,973 | 494,973 | 489,103 EUR | 490,590 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 98.50 % | 98.80 % | 500,000 | 500,000 | 494,937 | 494,937 | 486,103 EUR | 487,591 EUR | 99.41% | 99.41% |
07/11/2024 | 0.32% | 98.10 % | 98.40 % | 500,000 | 500,000 | 494,931 | 494,931 | 482,312 EUR | 483,800 EUR | 99.23% | 99.23% |