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% | 98.60 % | 98.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,725 EUR | 495,274 EUR | 100.00% | 100.00% |
19/11/2024 | 0.31% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,385 EUR | 492,935 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,023 EUR | 495,573 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,883 EUR | 498,383 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,298 EUR | 497,848 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,436 EUR | 493,986 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,674 EUR | 495,224 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,634 EUR | 499,184 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,719 EUR | 499,269 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,952 EUR | 502,502 EUR | 99.24% | 99.24% |