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% | 98.30 % | 98.61 % | 500,000 | 500,000 | 494,944 | 494,944 | 487,401 EUR | 488,938 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 494,968 | 494,968 | 489,822 EUR | 491,360 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 99.20 % | 99.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,854 EUR | 492,391 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 99.60 % | 100.10 % | 500,000 | 500,000 | 494,969 | 494,969 | 492,851 EUR | 495,329 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 494,924 | 494,924 | 489,871 EUR | 491,408 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,056 EUR | 494,593 EUR | 100.00% | 100.00% |
12/11/2024 | 0.33% | 97.20 % | 97.51 % | 500,000 | 500,000 | 494,970 | 493,988 | 482,730 EUR | 483,305 EUR | 100.00% | 100.00% |
11/11/2024 | 0.33% | 98.10 % | 98.41 % | 500,000 | 500,000 | 494,969 | 494,969 | 485,779 EUR | 487,316 EUR | 100.00% | 100.00% |
08/11/2024 | 0.33% | 97.30 % | 97.61 % | 500,000 | 500,000 | 494,968 | 494,968 | 481,788 EUR | 483,325 EUR | 100.00% | 100.00% |
07/11/2024 | 0.33% | 97.40 % | 97.71 % | 500,000 | 500,000 | 494,892 | 494,892 | 481,861 EUR | 483,398 EUR | 98.49% | 98.49% |