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% | 94.70 % | 95.01 % | 500,000 | 500,000 | 494,944 | 494,944 | 467,531 EUR | 469,067 EUR | 99.37% | 99.37% |
19/11/2024 | 0.34% | 94.80 % | 95.11 % | 500,000 | 500,000 | 494,968 | 494,968 | 468,410 EUR | 469,947 EUR | 100.00% | 100.00% |
18/11/2024 | 0.34% | 94.40 % | 94.71 % | 500,000 | 500,000 | 494,971 | 494,971 | 468,610 EUR | 470,147 EUR | 100.00% | 100.00% |
15/11/2024 | 0.54% | 94.80 % | 95.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 469,425 EUR | 471,902 EUR | 100.00% | 100.00% |
14/11/2024 | 0.34% | 95.30 % | 95.61 % | 500,000 | 500,000 | 494,927 | 494,927 | 471,251 EUR | 472,788 EUR | 99.10% | 99.10% |
13/11/2024 | 0.34% | 94.90 % | 95.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 471,095 EUR | 472,632 EUR | 100.00% | 100.00% |
12/11/2024 | 0.33% | 95.90 % | 96.21 % | 500,000 | 500,000 | 494,976 | 494,976 | 476,112 EUR | 477,649 EUR | 100.00% | 100.00% |
11/11/2024 | 0.33% | 97.10 % | 97.41 % | 500,000 | 500,000 | 494,973 | 494,973 | 480,563 EUR | 482,100 EUR | 100.00% | 100.00% |
08/11/2024 | 0.33% | 96.40 % | 96.71 % | 500,000 | 500,000 | 494,967 | 494,967 | 476,662 EUR | 478,199 EUR | 100.00% | 100.00% |
07/11/2024 | 0.33% | 96.00 % | 96.31 % | 500,000 | 500,000 | 494,957 | 494,957 | 476,157 EUR | 477,694 EUR | 99.76% | 99.76% |