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 | 0.33% | 98.30 % | 98.61 % | 500,000 | 500,000 | 494,944 | 494,944 | 486,839 EUR | 488,375 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,968 | 494,968 | 487,710 EUR | 489,248 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,443 EUR | 486,980 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 98.20 % | 98.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 487,452 EUR | 489,929 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 494,924 | 494,924 | 487,614 EUR | 489,151 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 487,967 EUR | 489,504 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 489,478 EUR | 491,015 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 99.20 % | 99.51 % | 500,000 | 500,000 | 494,971 | 494,971 | 491,412 EUR | 492,949 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 494,968 | 494,968 | 490,174 EUR | 491,711 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 99.00 % | 99.31 % | 500,000 | 500,000 | 494,931 | 494,931 | 490,757 EUR | 492,294 EUR | 99.23% | 99.23% |