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 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,519 EUR | 496,068 EUR | 99.37% | 99.37% |
19/11/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,428 EUR | 497,978 EUR | 100.00% | 100.00% |
18/11/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,714 EUR | 498,264 EUR | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,878 EUR | 500,378 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,738 EUR | 500,288 EUR | 99.10% | 99.10% |
13/11/2024 | 0.31% | 99.10 % | 99.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,270 EUR | 496,820 EUR | 100.00% | 100.00% |
12/11/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,993 EUR | 498,543 EUR | 100.00% | 100.00% |
11/11/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,095 EUR | 499,645 EUR | 100.00% | 100.00% |
08/11/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,539 EUR | 499,089 EUR | 100.00% | 100.00% |
07/11/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,812 EUR | 498,362 EUR | 99.24% | 99.24% |