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% | 95.10 % | 95.41 % | 500,000 | 500,000 | 494,974 | 494,974 | 473,840 EUR | 475,376 EUR | 100.00% | 100.00% |
19/11/2024 | 0.34% | 95.40 % | 95.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 468,397 EUR | 469,934 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 95.90 % | 96.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 475,711 EUR | 477,248 EUR | 100.00% | 100.00% |
15/11/2024 | 0.53% | 96.50 % | 97.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 477,285 EUR | 479,763 EUR | 100.00% | 100.00% |
14/11/2024 | 0.34% | 95.60 % | 95.91 % | 500,000 | 500,000 | 494,924 | 494,924 | 471,220 EUR | 472,757 EUR | 99.10% | 99.10% |
13/11/2024 | 0.34% | 94.70 % | 95.01 % | 500,000 | 500,000 | 494,970 | 494,905 | 471,639 EUR | 473,113 EUR | 100.00% | 100.00% |
12/11/2024 | 0.33% | 96.10 % | 96.41 % | 500,000 | 500,000 | 494,969 | 494,969 | 476,917 EUR | 478,454 EUR | 100.00% | 100.00% |
11/11/2024 | 0.33% | 96.50 % | 96.81 % | 500,000 | 500,000 | 494,971 | 494,971 | 476,018 EUR | 477,555 EUR | 100.00% | 100.00% |
08/11/2024 | 0.33% | 95.90 % | 96.21 % | 500,000 | 500,000 | 494,968 | 494,968 | 475,859 EUR | 477,396 EUR | 100.00% | 100.00% |
07/11/2024 | 0.33% | 96.00 % | 96.31 % | 500,000 | 500,000 | 494,957 | 494,957 | 474,381 EUR | 475,918 EUR | 99.76% | 99.76% |