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% | 97.20 % | 97.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,839 EUR | 487,388 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 96.40 % | 96.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,079 EUR | 483,629 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 96.50 % | 96.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,528 EUR | 485,078 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 96.30 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,168 EUR | 483,668 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 96.30 % | 96.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,068 EUR | 481,618 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 96.40 % | 96.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,414 EUR | 482,964 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 96.20 % | 96.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,955 EUR | 483,505 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 96.60 % | 96.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,173 EUR | 484,723 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 96.50 % | 96.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,992 EUR | 484,542 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 97.80 % | 98.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,923 EUR | 489,473 EUR | 99.23% | 99.23% |