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 | 0.34% | 93.80 % | 94.11 % | 500,000 | 500,000 | 494,938 | 494,938 | 467,602 EUR | 469,138 EUR | 99.31% | 99.31% |
19/11/2024 | 0.33% | 95.80 % | 96.11 % | 500,000 | 500,000 | 494,968 | 494,968 | 475,411 EUR | 476,948 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 96.80 % | 97.11 % | 500,000 | 500,000 | 494,971 | 494,971 | 480,390 EUR | 481,927 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 97.30 % | 97.80 % | 500,000 | 500,000 | 494,969 | 494,969 | 481,220 EUR | 483,697 EUR | 100.00% | 100.00% |
14/11/2024 | 0.33% | 97.30 % | 97.61 % | 500,000 | 500,000 | 494,927 | 494,927 | 479,522 EUR | 481,059 EUR | 99.10% | 99.10% |
13/11/2024 | 0.33% | 96.40 % | 96.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 479,211 EUR | 480,748 EUR | 100.00% | 100.00% |
12/11/2024 | 0.34% | 97.20 % | 97.51 % | 500,000 | 500,000 | 489,970 | 489,970 | 479,714 EUR | 481,241 EUR | 100.00% | 100.00% |
11/11/2024 | 0.33% | 98.20 % | 98.51 % | 500,000 | 500,000 | 494,938 | 494,938 | 486,358 EUR | 487,895 EUR | 99.32% | 99.32% |
08/11/2024 | 0.33% | 98.20 % | 98.51 % | 500,000 | 500,000 | 494,968 | 494,968 | 484,973 EUR | 486,510 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,899 | 494,899 | 489,953 EUR | 491,490 EUR | 98.62% | 98.62% |