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 | 0.63% | 97.10 % | 97.70 % | 500,000 | 500,000 | 494,972 | 494,972 | 480,595 EUR | 483,569 EUR | 100.00% | 100.00% |
19/11/2024 | 0.98% | 97.40 % | 98.00 % | 500,000 | 500,000 | 441,069 | 441,069 | 428,777 EUR | 432,289 EUR | 99.31% | 99.31% |
18/11/2024 | 0.63% | 97.60 % | 98.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 483,371 EUR | 486,345 EUR | 100.00% | 100.00% |
15/11/2024 | 0.83% | 97.80 % | 98.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 484,273 EUR | 488,237 EUR | 100.00% | 100.00% |
14/11/2024 | 0.63% | 98.60 % | 99.20 % | 500,000 | 500,000 | 494,927 | 494,927 | 485,911 EUR | 488,884 EUR | 99.10% | 99.10% |
13/11/2024 | 0.78% | 97.20 % | 97.80 % | 500,000 | 500,000 | 429,260 | 429,260 | 417,882 EUR | 420,534 EUR | 100.00% | 100.00% |
12/11/2024 | 1.04% | 98.10 % | 98.70 % | 500,000 | 500,000 | 364,116 | 364,116 | 357,667 EUR | 360,905 EUR | 98.38% | 98.38% |
11/11/2024 | 0.63% | 97.30 % | 97.90 % | 500,000 | 500,000 | 494,937 | 494,937 | 481,922 EUR | 484,896 EUR | 99.36% | 99.36% |
08/11/2024 | 0.64% | 96.30 % | 96.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 476,621 EUR | 479,595 EUR | 100.00% | 100.00% |
07/11/2024 | 0.64% | 96.30 % | 96.90 % | 500,000 | 500,000 | 494,931 | 494,931 | 477,438 EUR | 480,412 EUR | 99.24% | 99.24% |