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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.37% | 91.30 % | 91.60 % | 500,000 | 500,000 | 494,744 | 494,744 | 454,075 EUR | 455,647 EUR | 100.00% | 100.00% |
22/11/2024 | 0.83% | 92.00 % | 92.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 451,393 EUR | 455,014 EUR | 99.90% | 99.90% |
20/11/2024 | 0.33% | 92.70 % | 93.00 % | 500,000 | 500,000 | 494,944 | 494,944 | 460,725 EUR | 462,213 EUR | 99.37% | 99.37% |
19/11/2024 | 0.33% | 92.70 % | 93.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 458,200 EUR | 459,687 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 93.80 % | 94.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 463,075 EUR | 464,562 EUR | 100.00% | 100.00% |
15/11/2024 | 0.54% | 93.50 % | 94.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 463,271 EUR | 465,748 EUR | 100.00% | 100.00% |
14/11/2024 | 0.33% | 94.00 % | 94.30 % | 500,000 | 500,000 | 494,927 | 494,927 | 462,426 EUR | 463,914 EUR | 99.10% | 99.10% |
13/11/2024 | 0.36% | 92.80 % | 93.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 456,574 EUR | 458,170 EUR | 100.00% | 100.00% |
12/11/2024 | 0.66% | 90.60 % | 91.50 % | 500,000 | 500,000 | 494,711 | 494,711 | 454,833 EUR | 457,782 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 95.20 % | 95.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 473,286 EUR | 474,774 EUR | 100.00% | 100.00% |