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% | 99.80 % | 100.10 % | 500,000 | 500,000 | 494,942 | 494,942 | 495,328 EUR | 496,815 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 99.40 % | 99.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 490,443 EUR | 491,931 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 99.60 % | 99.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,251 EUR | 494,739 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,738 EUR | 499,216 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 99.60 % | 99.90 % | 500,000 | 500,000 | 494,924 | 494,924 | 492,170 EUR | 493,657 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 99.40 % | 99.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,136 EUR | 494,624 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 99.90 % | 100.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,210 EUR | 496,698 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,971 | 494,971 | 494,723 EUR | 496,211 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 99.70 % | 100.00 % | 500,000 | 500,000 | 494,968 | 494,968 | 494,598 EUR | 496,086 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 99.80 % | 100.10 % | 500,000 | 500,000 | 494,930 | 494,930 | 493,595 EUR | 495,082 EUR | 99.23% | 99.23% |