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% | 92.50 % | 92.81 % | 500,000 | 500,000 | 494,905 | 494,905 | 461,410 EUR | 462,945 EUR | 98.68% | 98.68% |
19/11/2024 | 0.34% | 94.60 % | 94.91 % | 500,000 | 500,000 | 494,968 | 494,968 | 469,927 EUR | 471,464 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 95.90 % | 96.21 % | 500,000 | 500,000 | 494,971 | 494,971 | 476,112 EUR | 477,649 EUR | 100.00% | 100.00% |
15/11/2024 | 0.53% | 96.40 % | 96.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 477,224 EUR | 479,701 EUR | 100.00% | 100.00% |
14/11/2024 | 0.33% | 96.40 % | 96.71 % | 500,000 | 500,000 | 494,927 | 494,927 | 474,764 EUR | 476,301 EUR | 99.10% | 99.10% |
13/11/2024 | 0.33% | 95.80 % | 96.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 475,439 EUR | 476,976 EUR | 100.00% | 100.00% |
12/11/2024 | 0.34% | 96.60 % | 96.91 % | 500,000 | 500,000 | 489,970 | 489,970 | 477,572 EUR | 479,099 EUR | 100.00% | 100.00% |
11/11/2024 | 0.33% | 97.40 % | 97.71 % | 500,000 | 500,000 | 494,938 | 494,938 | 482,398 EUR | 483,935 EUR | 99.32% | 99.32% |
08/11/2024 | 0.33% | 97.60 % | 97.91 % | 500,000 | 500,000 | 494,968 | 494,968 | 481,970 EUR | 483,507 EUR | 100.00% | 100.00% |
07/11/2024 | 0.33% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,926 | 494,926 | 484,975 EUR | 486,512 EUR | 99.14% | 99.14% |