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 | 0.32% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,940 | 494,940 | 487,769 EUR | 489,305 EUR | 99.37% | 99.37% |
19/11/2024 | 0.33% | 98.10 % | 98.41 % | 500,000 | 500,000 | 494,968 | 494,968 | 484,770 EUR | 486,307 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 98.30 % | 98.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 486,046 EUR | 487,583 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 98.00 % | 98.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 485,638 EUR | 488,116 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,925 | 494,823 | 488,378 EUR | 489,813 EUR | 99.10% | 99.10% |
13/11/2024 | 0.33% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 486,515 EUR | 488,052 EUR | 100.00% | 100.00% |
12/11/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 494,973 | 494,973 | 489,272 EUR | 490,809 EUR | 100.00% | 100.00% |
11/11/2024 | 0.32% | 98.90 % | 99.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 490,189 EUR | 491,726 EUR | 100.00% | 100.00% |
08/11/2024 | 0.32% | 99.00 % | 99.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,038 EUR | 491,575 EUR | 100.00% | 100.00% |
07/11/2024 | 0.32% | 98.90 % | 99.21 % | 500,000 | 500,000 | 494,957 | 494,957 | 488,172 EUR | 489,708 EUR | 99.76% | 99.76% |