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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.33% | 96.30 % | 96.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 474,685 EUR | 476,222 EUR | 100.00% | 100.00% |
22/11/2024 | 0.34% | 95.10 % | 95.41 % | 500,000 | 500,000 | 494,964 | 494,964 | 469,981 EUR | 471,518 EUR | 99.89% | 99.89% |
20/11/2024 | 0.33% | 95.90 % | 96.21 % | 500,000 | 500,000 | 494,939 | 494,939 | 475,720 EUR | 477,256 EUR | 99.37% | 99.37% |
19/11/2024 | 0.33% | 96.00 % | 96.31 % | 500,000 | 500,000 | 494,969 | 494,969 | 474,429 EUR | 475,966 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 95.80 % | 96.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 474,800 EUR | 476,337 EUR | 100.00% | 100.00% |
15/11/2024 | 0.53% | 95.80 % | 96.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 474,304 EUR | 476,781 EUR | 100.00% | 100.00% |
14/11/2024 | 0.34% | 96.00 % | 96.31 % | 500,000 | 500,000 | 494,925 | 494,925 | 472,301 EUR | 473,838 EUR | 99.10% | 99.10% |
13/11/2024 | 0.34% | 94.70 % | 95.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 469,853 EUR | 471,390 EUR | 100.00% | 100.00% |
12/11/2024 | 0.33% | 95.60 % | 95.91 % | 500,000 | 500,000 | 494,975 | 494,975 | 476,479 EUR | 478,016 EUR | 100.00% | 100.00% |
11/11/2024 | 0.33% | 95.80 % | 96.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 473,360 EUR | 474,898 EUR | 100.00% | 100.00% |