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% | 96.40 % | 96.71 % | 500,000 | 500,000 | 494,939 | 494,939 | 478,775 EUR | 480,311 EUR | 99.37% | 99.37% |
19/11/2024 | 0.33% | 96.40 % | 96.71 % | 500,000 | 500,000 | 494,931 | 494,931 | 477,442 EUR | 478,979 EUR | 99.25% | 99.25% |
18/11/2024 | 0.33% | 97.70 % | 98.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 484,829 EUR | 486,366 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 98.30 % | 98.80 % | 500,000 | 500,000 | 494,969 | 494,969 | 486,325 EUR | 488,803 EUR | 100.00% | 100.00% |
14/11/2024 | 0.32% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,851 | 494,851 | 488,663 EUR | 490,200 EUR | 97.71% | 97.71% |
13/11/2024 | 0.33% | 97.00 % | 97.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 480,056 EUR | 481,593 EUR | 100.00% | 100.00% |
12/11/2024 | 0.33% | 96.90 % | 97.21 % | 500,000 | 500,000 | 494,915 | 494,915 | 483,423 EUR | 484,960 EUR | 98.93% | 98.93% |
11/11/2024 | 0.32% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 487,491 EUR | 489,028 EUR | 100.00% | 100.00% |
08/11/2024 | 0.33% | 97.80 % | 98.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,106 EUR | 486,643 EUR | 100.00% | 100.00% |
07/11/2024 | 0.33% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,957 | 494,957 | 486,747 EUR | 488,284 EUR | 99.76% | 99.76% |