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 | 0.32% | 99.10 % | 99.41 % | 500,000 | 500,000 | 494,972 | 494,972 | 491,893 EUR | 493,429 EUR | 100.00% | 100.00% |
19/11/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,028 EUR | 494,566 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,580 EUR | 496,117 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 99.00 % | 99.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 490,498 EUR | 492,976 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 99.70 % | 100.01 % | 500,000 | 500,000 | 494,925 | 494,925 | 492,838 EUR | 494,375 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 99.10 % | 99.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 491,189 EUR | 492,726 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 99.40 % | 99.71 % | 500,000 | 500,000 | 494,919 | 494,919 | 493,823 EUR | 495,360 EUR | 98.97% | 98.97% |
11/11/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,971 | 494,971 | 493,578 EUR | 495,115 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 491,629 EUR | 493,167 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 99.40 % | 99.71 % | 500,000 | 500,000 | 494,931 | 494,931 | 492,645 EUR | 494,182 EUR | 99.23% | 99.23% |