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% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,081 EUR | 496,630 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,952 EUR | 495,502 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 99.10 % | 99.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,316 EUR | 496,866 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,546 EUR | 497,046 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,987 EUR | 495,537 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,264 EUR | 493,814 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,985 EUR | 495,535 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 99.10 % | 99.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,380 EUR | 496,930 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,008 EUR | 496,558 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,725 EUR | 496,275 EUR | 99.23% | 99.23% |