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% | 98.10 % | 98.40 % | 500,000 | 500,000 | 494,971 | 494,971 | 486,492 EUR | 487,980 EUR | 100.00% | 100.00% |
19/11/2024 | 0.32% | 98.00 % | 98.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 484,732 EUR | 486,219 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 98.40 % | 98.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 486,613 EUR | 488,101 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 98.50 % | 99.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 487,198 EUR | 489,676 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 97.80 % | 98.10 % | 500,000 | 500,000 | 494,913 | 494,913 | 483,907 EUR | 485,394 EUR | 98.85% | 98.85% |
13/11/2024 | 0.32% | 97.70 % | 98.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 484,524 EUR | 486,011 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 97.60 % | 97.90 % | 500,000 | 500,000 | 494,973 | 494,973 | 484,253 EUR | 485,740 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 98.80 % | 99.10 % | 500,000 | 500,000 | 494,969 | 494,969 | 490,246 EUR | 491,734 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 98.30 % | 98.60 % | 500,000 | 500,000 | 494,945 | 494,945 | 486,990 EUR | 488,477 EUR | 99.51% | 99.51% |
07/11/2024 | 0.31% | 99.20 % | 99.50 % | 500,000 | 500,000 | 494,931 | 494,931 | 489,877 EUR | 491,364 EUR | 99.23% | 99.23% |