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% | 95.90 % | 96.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,550 EUR | 483,099 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 96.90 % | 97.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,140 EUR | 482,690 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 96.70 % | 97.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,196 EUR | 483,746 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,414 EUR | 483,914 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 96.70 % | 97.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,817 EUR | 484,367 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 95.70 % | 96.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,436 EUR | 480,986 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 96.50 % | 96.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,899 EUR | 484,449 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 96.50 % | 96.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,666 EUR | 483,216 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 96.00 % | 96.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,274 EUR | 481,824 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 95.80 % | 96.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,855 EUR | 478,405 EUR | 99.23% | 99.23% |