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 | 0.33% | 93.40 % | 93.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,030 EUR | 470,579 EUR | 100.00% | 100.00% |
19/11/2024 | 0.33% | 93.60 % | 93.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,257 EUR | 469,807 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 94.00 % | 94.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,965 EUR | 471,515 EUR | 100.00% | 100.00% |
15/11/2024 | 0.53% | 94.30 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,972 EUR | 475,472 EUR | 100.00% | 100.00% |
14/11/2024 | 0.33% | 94.20 % | 94.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,947 EUR | 472,497 EUR | 99.10% | 99.10% |
13/11/2024 | 0.33% | 93.40 % | 93.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,475 EUR | 471,025 EUR | 100.00% | 100.00% |
12/11/2024 | 0.33% | 94.80 % | 95.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,359 EUR | 475,909 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 96.00 % | 96.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,730 EUR | 479,280 EUR | 100.00% | 100.00% |
08/11/2024 | 0.33% | 94.50 % | 94.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,992 EUR | 474,542 EUR | 100.00% | 100.00% |
07/11/2024 | 0.33% | 94.60 % | 94.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,631 EUR | 474,181 EUR | 99.24% | 99.24% |