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% | 98.20 % | 98.51 % | 500,000 | 500,000 | 494,944 | 494,944 | 486,703 EUR | 488,239 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 98.90 % | 99.21 % | 500,000 | 500,000 | 494,968 | 494,968 | 490,273 EUR | 491,810 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 99.20 % | 99.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,960 EUR | 492,497 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 99.20 % | 99.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 491,044 EUR | 493,522 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,924 | 494,924 | 489,400 EUR | 490,937 EUR | 99.10% | 99.10% |
13/11/2024 | 0.32% | 99.20 % | 99.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,014 EUR | 493,551 EUR | 100.00% | 100.00% |
12/11/2024 | 0.33% | 97.40 % | 97.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 483,741 EUR | 485,278 EUR | 100.00% | 100.00% |
11/11/2024 | 0.33% | 98.20 % | 98.51 % | 500,000 | 500,000 | 494,969 | 494,969 | 486,522 EUR | 488,059 EUR | 100.00% | 100.00% |
08/11/2024 | 0.33% | 97.40 % | 97.71 % | 500,000 | 500,000 | 494,967 | 494,967 | 482,295 EUR | 483,832 EUR | 100.00% | 100.00% |
07/11/2024 | 0.33% | 97.60 % | 97.91 % | 500,000 | 500,000 | 494,920 | 494,920 | 482,578 EUR | 484,115 EUR | 99.02% | 99.02% |