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 | 0.33% | 96.30 % | 96.61 % | 500,000 | 500,000 | 494,939 | 494,939 | 478,252 EUR | 479,788 EUR | 99.37% | 99.37% |
19/11/2024 | 0.33% | 96.40 % | 96.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 476,570 EUR | 478,107 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 97.00 % | 97.31 % | 500,000 | 500,000 | 494,971 | 494,971 | 479,756 EUR | 481,293 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 97.20 % | 97.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 480,574 EUR | 483,051 EUR | 100.00% | 100.00% |
14/11/2024 | 0.33% | 96.20 % | 96.51 % | 500,000 | 500,000 | 494,913 | 494,913 | 475,533 EUR | 477,070 EUR | 98.85% | 98.85% |
13/11/2024 | 0.33% | 95.90 % | 96.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 476,373 EUR | 477,910 EUR | 100.00% | 100.00% |
12/11/2024 | 0.33% | 96.00 % | 96.31 % | 500,000 | 500,000 | 494,973 | 494,973 | 477,760 EUR | 479,297 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 489,144 EUR | 490,681 EUR | 100.00% | 100.00% |
08/11/2024 | 0.33% | 97.30 % | 97.61 % | 500,000 | 500,000 | 494,945 | 494,945 | 482,431 EUR | 483,968 EUR | 99.51% | 99.51% |
07/11/2024 | 0.32% | 98.90 % | 99.21 % | 500,000 | 500,000 | 494,930 | 494,930 | 487,577 EUR | 489,114 EUR | 99.23% | 99.23% |