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% | 96.00 % | 96.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,622 EUR | 483,171 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 96.20 % | 96.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,852 EUR | 482,402 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 96.40 % | 96.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,051 EUR | 483,601 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,363 EUR | 486,863 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 96.60 % | 96.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,975 EUR | 484,525 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 96.00 % | 96.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,357 EUR | 482,907 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 97.00 % | 97.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,386 EUR | 486,936 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 98.00 % | 98.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,079 EUR | 489,629 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 96.70 % | 97.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,057 EUR | 485,607 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 96.90 % | 97.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,270 EUR | 485,820 EUR | 99.23% | 99.23% |