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 | 0.32% | 98.30 % | 98.61 % | 500,000 | 500,000 | 494,940 | 494,940 | 487,198 EUR | 488,734 EUR | 99.37% | 99.37% |
19/11/2024 | 0.33% | 98.20 % | 98.51 % | 500,000 | 500,000 | 494,968 | 494,968 | 485,917 EUR | 487,454 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,971 | 494,971 | 487,461 EUR | 488,998 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 98.50 % | 99.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 488,547 EUR | 491,025 EUR | 100.00% | 100.00% |
14/11/2024 | 0.33% | 98.60 % | 98.91 % | 500,000 | 500,000 | 494,924 | 494,924 | 485,502 EUR | 487,039 EUR | 99.10% | 99.10% |
13/11/2024 | 0.33% | 97.60 % | 97.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 483,269 EUR | 484,806 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 98.20 % | 98.51 % | 500,000 | 500,000 | 494,973 | 494,973 | 488,119 EUR | 489,656 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 488,848 EUR | 490,385 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,968 | 494,931 | 488,490 EUR | 489,991 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,930 | 494,930 | 488,060 EUR | 489,597 EUR | 99.23% | 99.23% |