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% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,944 | 494,944 | 491,705 EUR | 493,241 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,968 | 494,968 | 490,088 EUR | 491,625 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 99.10 % | 99.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,653 EUR | 492,190 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 99.60 % | 100.10 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,232 EUR | 495,710 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,927 | 494,927 | 493,715 EUR | 495,252 EUR | 99.10% | 99.10% |
13/11/2024 | 0.44% | 99.50 % | 99.81 % | 500,000 | 500,000 | 442,100 | 442,100 | 440,705 EUR | 442,136 EUR | 99.32% | 99.32% |
12/11/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,975 | 494,975 | 494,799 EUR | 496,336 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,971 | 494,971 | 496,456 EUR | 497,993 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,967 | 494,967 | 496,001 EUR | 497,538 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,931 | 494,931 | 491,739 EUR | 493,276 EUR | 99.23% | 99.23% |