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% | 96.00 % | 96.31 % | 500,000 | 500,000 | 486,969 | 486,969 | 468,024 EUR | 469,532 EUR | 100.00% | 100.00% |
19/11/2024 | 0.32% | 96.20 % | 96.51 % | 500,000 | 500,000 | 486,944 | 486,944 | 469,157 EUR | 470,667 EUR | 99.81% | 99.81% |
18/11/2024 | 0.32% | 96.50 % | 96.81 % | 500,000 | 500,000 | 486,974 | 486,974 | 469,325 EUR | 470,835 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 486,970 | 486,970 | 468,737 EUR | 471,172 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 95.90 % | 96.21 % | 500,000 | 500,000 | 486,852 | 486,852 | 466,373 EUR | 467,882 EUR | 99.10% | 99.10% |
13/11/2024 | 0.33% | 94.60 % | 94.91 % | 500,000 | 500,000 | 486,971 | 486,971 | 460,388 EUR | 461,898 EUR | 100.00% | 100.00% |
12/11/2024 | 0.33% | 94.90 % | 95.21 % | 500,000 | 500,000 | 486,970 | 486,970 | 463,729 EUR | 465,238 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 95.40 % | 95.71 % | 500,000 | 500,000 | 486,970 | 486,970 | 465,450 EUR | 466,960 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 95.30 % | 95.61 % | 500,000 | 500,000 | 486,973 | 486,973 | 465,807 EUR | 467,317 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 96.20 % | 96.51 % | 500,000 | 500,000 | 486,713 | 486,713 | 468,315 EUR | 469,823 EUR | 98.07% | 98.07% |