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 | 0.34% | 94.40 % | 94.71 % | 500,000 | 500,000 | 494,940 | 494,940 | 467,107 EUR | 468,643 EUR | 99.37% | 99.37% |
19/11/2024 | 0.57% | 94.30 % | 94.61 % | 500,000 | 500,000 | 441,069 | 441,069 | 414,706 EUR | 416,614 EUR | 99.31% | 99.31% |
18/11/2024 | 0.33% | 95.40 % | 95.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 473,095 EUR | 474,632 EUR | 100.00% | 100.00% |
15/11/2024 | 0.53% | 96.10 % | 96.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 475,883 EUR | 478,360 EUR | 100.00% | 100.00% |
14/11/2024 | 0.33% | 97.00 % | 97.31 % | 500,000 | 500,000 | 494,927 | 494,927 | 476,368 EUR | 477,905 EUR | 99.10% | 99.10% |
13/11/2024 | 0.48% | 95.10 % | 95.41 % | 500,000 | 500,000 | 429,260 | 429,260 | 409,841 EUR | 411,246 EUR | 100.00% | 100.00% |
12/11/2024 | 0.60% | 97.00 % | 97.31 % | 500,000 | 500,000 | 364,116 | 364,116 | 354,047 EUR | 355,836 EUR | 98.38% | 98.38% |
11/11/2024 | 0.33% | 95.70 % | 96.01 % | 500,000 | 500,000 | 494,937 | 494,937 | 473,283 EUR | 474,820 EUR | 99.36% | 99.36% |
08/11/2024 | 0.34% | 93.90 % | 94.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 464,911 EUR | 466,449 EUR | 100.00% | 100.00% |
07/11/2024 | 0.34% | 94.10 % | 94.41 % | 500,000 | 500,000 | 494,957 | 494,957 | 466,945 EUR | 468,482 EUR | 99.76% | 99.76% |