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% | 96.90 % | 97.21 % | 500,000 | 500,000 | 494,944 | 494,944 | 479,742 EUR | 481,278 EUR | 99.37% | 99.37% |
19/11/2024 | 0.33% | 96.80 % | 97.11 % | 500,000 | 500,000 | 494,968 | 494,968 | 477,364 EUR | 478,901 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 96.40 % | 96.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 477,481 EUR | 479,018 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 97.10 % | 97.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 480,913 EUR | 483,391 EUR | 100.00% | 100.00% |
14/11/2024 | 0.33% | 97.40 % | 97.71 % | 500,000 | 500,000 | 494,927 | 494,927 | 481,009 EUR | 482,546 EUR | 99.10% | 99.10% |
13/11/2024 | 0.45% | 96.80 % | 97.11 % | 500,000 | 500,000 | 442,100 | 442,100 | 429,262 EUR | 430,692 EUR | 99.32% | 99.32% |
12/11/2024 | 0.33% | 97.40 % | 97.71 % | 500,000 | 500,000 | 494,975 | 494,975 | 482,340 EUR | 483,877 EUR | 100.00% | 100.00% |
11/11/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,971 | 494,971 | 485,257 EUR | 486,794 EUR | 100.00% | 100.00% |
08/11/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,967 | 494,967 | 483,744 EUR | 485,281 EUR | 100.00% | 100.00% |
07/11/2024 | 0.33% | 96.90 % | 97.21 % | 500,000 | 500,000 | 494,930 | 494,930 | 478,504 EUR | 480,041 EUR | 99.23% | 99.23% |