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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.32% | 95.50 % | 95.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 473,648 EUR | 475,136 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 96.30 % | 96.60 % | 500,000 | 500,000 | 494,975 | 494,975 | 478,883 EUR | 480,371 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 96.80 % | 97.10 % | 500,000 | 500,000 | 494,973 | 494,973 | 479,118 EUR | 480,606 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 96.50 % | 96.80 % | 500,000 | 500,000 | 494,928 | 494,928 | 477,380 EUR | 478,868 EUR | 99.21% | 99.21% |
07/11/2024 | 0.31% | 97.30 % | 97.60 % | 500,000 | 500,000 | 208,076 | 208,076 | 203,309 EUR | 203,933 EUR | 97.33% | 97.33% |
06/11/2024 | 0.32% | 95.40 % | 95.70 % | 500,000 | 500,000 | 494,961 | 494,961 | 474,095 EUR | 475,582 EUR | 100.00% | 100.00% |
05/11/2024 | 0.32% | 95.90 % | 96.20 % | 500,000 | 500,000 | 494,966 | 494,966 | 472,800 EUR | 474,288 EUR | 99.89% | 99.89% |
04/11/2024 | 0.33% | 95.10 % | 95.40 % | 500,000 | 500,000 | 494,957 | 494,957 | 470,461 EUR | 471,948 EUR | 99.75% | 99.75% |
01/11/2024 | 0.54% | 95.00 % | 95.50 % | 500,000 | 500,000 | 494,481 | 494,481 | 470,873 EUR | 473,348 EUR | 91.09% | 99.76% |
31/10/2024 | - | 94.40 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |