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% | 97.70 % | 98.01 % | 500,000 | 500,000 | 494,972 | 494,972 | 484,266 EUR | 485,802 EUR | 100.00% | 100.00% |
19/11/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,969 | 494,969 | 484,965 EUR | 486,502 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 486,819 EUR | 488,356 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 488,625 EUR | 491,103 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 494,927 | 494,927 | 489,074 EUR | 490,611 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 487,531 EUR | 489,068 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 98.60 % | 98.91 % | 500,000 | 500,000 | 494,971 | 494,971 | 488,316 EUR | 489,853 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 98.90 % | 99.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 490,574 EUR | 492,112 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 99.00 % | 99.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 491,020 EUR | 492,557 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 99.00 % | 99.31 % | 500,000 | 500,000 | 494,957 | 494,957 | 489,686 EUR | 491,223 EUR | 99.76% | 99.76% |