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 | 0.34% | 93.00 % | 93.31 % | 500,000 | 500,000 | 494,944 | 494,944 | 461,812 EUR | 463,348 EUR | 99.37% | 99.37% |
19/11/2024 | 0.34% | 93.40 % | 93.71 % | 500,000 | 500,000 | 494,968 | 494,968 | 461,526 EUR | 463,063 EUR | 100.00% | 100.00% |
18/11/2024 | 0.34% | 93.80 % | 94.11 % | 500,000 | 500,000 | 494,971 | 494,971 | 465,789 EUR | 467,326 EUR | 100.00% | 100.00% |
15/11/2024 | 0.54% | 94.50 % | 95.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 466,609 EUR | 469,086 EUR | 100.00% | 100.00% |
14/11/2024 | 0.34% | 94.10 % | 94.41 % | 500,000 | 500,000 | 494,927 | 494,927 | 462,279 EUR | 463,816 EUR | 99.10% | 99.10% |
13/11/2024 | 0.34% | 94.10 % | 94.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 465,723 EUR | 467,260 EUR | 100.00% | 100.00% |
12/11/2024 | 0.34% | 94.80 % | 95.11 % | 500,000 | 500,000 | 494,976 | 494,976 | 471,297 EUR | 472,835 EUR | 100.00% | 100.00% |
11/11/2024 | 0.33% | 95.80 % | 96.11 % | 500,000 | 500,000 | 494,971 | 494,971 | 475,107 EUR | 476,644 EUR | 100.00% | 100.00% |
08/11/2024 | 0.33% | 96.10 % | 96.41 % | 500,000 | 500,000 | 494,967 | 494,967 | 476,352 EUR | 477,889 EUR | 100.00% | 100.00% |
07/11/2024 | 0.33% | 96.90 % | 97.21 % | 500,000 | 500,000 | 494,931 | 494,931 | 478,684 EUR | 480,221 EUR | 99.23% | 99.23% |