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% | 97.90 % | 98.21 % | 500,000 | 500,000 | 494,944 | 494,944 | 485,180 EUR | 486,716 EUR | 99.37% | 99.37% |
19/11/2024 | 0.33% | 97.90 % | 98.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 484,185 EUR | 485,722 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 484,387 EUR | 485,924 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 98.10 % | 98.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 485,195 EUR | 487,673 EUR | 100.00% | 100.00% |
14/11/2024 | 0.33% | 97.90 % | 98.21 % | 500,000 | 500,000 | 494,926 | 494,926 | 483,551 EUR | 485,088 EUR | 99.10% | 99.10% |
13/11/2024 | 0.33% | 97.60 % | 97.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 483,160 EUR | 484,697 EUR | 100.00% | 100.00% |
12/11/2024 | 0.33% | 97.70 % | 98.01 % | 500,000 | 500,000 | 494,975 | 494,975 | 485,140 EUR | 486,677 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 487,724 EUR | 489,261 EUR | 100.00% | 100.00% |
08/11/2024 | 0.33% | 97.60 % | 97.91 % | 500,000 | 500,000 | 494,967 | 494,967 | 484,489 EUR | 486,026 EUR | 100.00% | 100.00% |
07/11/2024 | 0.33% | 98.10 % | 98.41 % | 500,000 | 500,000 | 494,957 | 494,957 | 484,396 EUR | 485,933 EUR | 99.76% | 99.76% |