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% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,944 | 494,944 | 492,788 EUR | 494,324 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 491,732 EUR | 493,269 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 491,838 EUR | 493,375 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 99.10 % | 99.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 490,555 EUR | 493,032 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 99.40 % | 99.71 % | 500,000 | 500,000 | 494,926 | 494,926 | 491,019 EUR | 492,556 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 98.60 % | 98.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 488,609 EUR | 490,146 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 99.00 % | 99.31 % | 500,000 | 500,000 | 494,975 | 494,975 | 491,304 EUR | 492,841 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 491,986 EUR | 493,524 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 99.10 % | 99.41 % | 500,000 | 500,000 | 494,967 | 494,967 | 490,812 EUR | 492,350 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 99.20 % | 99.51 % | 500,000 | 500,000 | 494,930 | 494,930 | 490,715 EUR | 492,252 EUR | 99.23% | 99.23% |