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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,501 EUR | 495,038 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,975 | 494,975 | 496,065 EUR | 497,602 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,973 | 494,973 | 496,071 EUR | 497,608 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,928 | 494,928 | 496,457 EUR | 497,994 EUR | 99.21% | 99.21% |
07/11/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 208,081 | 208,081 | 209,270 EUR | 209,915 EUR | 97.33% | 97.33% |
06/11/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,961 | 494,961 | 494,436 EUR | 495,973 EUR | 100.00% | 100.00% |
05/11/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,957 | 494,957 | 493,484 EUR | 495,021 EUR | 99.71% | 99.71% |
04/11/2024 | 0.32% | 99.70 % | 100.01 % | 500,000 | 500,000 | 494,957 | 494,957 | 493,153 EUR | 494,690 EUR | 99.75% | 99.75% |
01/11/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,961 | 494,961 | 493,394 EUR | 494,931 EUR | 99.76% | 99.76% |
31/10/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,966 | 494,966 | 494,161 EUR | 495,698 EUR | 100.00% | 100.00% |