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 | 0.31% | 98.90 % | 99.20 % | 500,000 | 500,000 | 494,940 | 494,940 | 490,188 EUR | 491,676 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 99.00 % | 99.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 490,171 EUR | 491,658 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 99.30 % | 99.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 491,545 EUR | 493,033 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 99.40 % | 99.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 492,260 EUR | 494,738 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 99.50 % | 99.80 % | 500,000 | 500,000 | 494,927 | 494,927 | 492,616 EUR | 494,103 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 99.50 % | 99.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 491,653 EUR | 493,141 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 99.30 % | 99.60 % | 500,000 | 500,000 | 494,971 | 494,971 | 491,825 EUR | 493,313 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 99.60 % | 99.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,357 EUR | 494,845 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 99.60 % | 99.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,514 EUR | 495,001 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 99.60 % | 99.90 % | 500,000 | 500,000 | 494,930 | 494,930 | 492,628 EUR | 494,115 EUR | 99.23% | 99.23% |