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% | 95.70 % | 96.01 % | 500,000 | 500,000 | 494,939 | 494,939 | 474,488 EUR | 476,024 EUR | 99.37% | 99.37% |
19/11/2024 | 0.33% | 95.80 % | 96.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 473,213 EUR | 474,750 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 95.70 % | 96.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 474,082 EUR | 475,619 EUR | 100.00% | 100.00% |
15/11/2024 | 0.53% | 95.50 % | 96.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 473,088 EUR | 475,566 EUR | 100.00% | 100.00% |
14/11/2024 | 0.34% | 95.80 % | 96.11 % | 500,000 | 500,000 | 494,925 | 494,925 | 471,026 EUR | 472,563 EUR | 99.10% | 99.10% |
13/11/2024 | 0.34% | 94.50 % | 94.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 468,577 EUR | 470,115 EUR | 100.00% | 100.00% |
12/11/2024 | 0.33% | 95.40 % | 95.71 % | 500,000 | 500,000 | 494,975 | 494,975 | 475,267 EUR | 476,804 EUR | 100.00% | 100.00% |
11/11/2024 | 0.33% | 95.80 % | 96.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 473,067 EUR | 474,604 EUR | 100.00% | 100.00% |
08/11/2024 | 0.34% | 95.60 % | 95.91 % | 500,000 | 500,000 | 494,922 | 494,922 | 471,425 EUR | 472,962 EUR | 99.07% | 99.07% |
07/11/2024 | 0.33% | 96.90 % | 97.21 % | 500,000 | 500,000 | 494,931 | 494,931 | 479,466 EUR | 481,003 EUR | 99.23% | 99.23% |