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% | 93.40 % | 93.71 % | 500,000 | 500,000 | 494,940 | 494,940 | 462,417 EUR | 463,953 EUR | 99.37% | 99.37% |
19/11/2024 | 0.58% | 92.80 % | 93.11 % | 500,000 | 500,000 | 441,069 | 441,069 | 407,653 EUR | 409,561 EUR | 99.31% | 99.31% |
18/11/2024 | 0.34% | 94.20 % | 94.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 466,760 EUR | 468,297 EUR | 100.00% | 100.00% |
15/11/2024 | 0.54% | 94.70 % | 95.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 468,554 EUR | 471,032 EUR | 100.00% | 100.00% |
14/11/2024 | 0.34% | 95.80 % | 96.11 % | 500,000 | 500,000 | 494,927 | 494,927 | 470,534 EUR | 472,071 EUR | 99.10% | 99.10% |
13/11/2024 | 0.49% | 93.40 % | 93.71 % | 500,000 | 500,000 | 429,260 | 429,260 | 403,438 EUR | 404,841 EUR | 100.00% | 100.00% |
12/11/2024 | 0.60% | 96.40 % | 96.71 % | 500,000 | 500,000 | 364,116 | 364,116 | 351,595 EUR | 353,384 EUR | 98.38% | 98.38% |
11/11/2024 | 0.34% | 93.40 % | 93.71 % | 500,000 | 500,000 | 494,937 | 494,937 | 464,133 EUR | 465,670 EUR | 99.36% | 99.36% |
08/11/2024 | 0.35% | 91.60 % | 91.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 453,073 EUR | 454,610 EUR | 100.00% | 100.00% |
07/11/2024 | 0.35% | 91.50 % | 91.81 % | 500,000 | 500,000 | 494,931 | 494,931 | 454,765 EUR | 456,302 EUR | 99.23% | 99.23% |