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% | 96.50 % | 96.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,685 EUR | 485,235 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 96.60 % | 96.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,540 EUR | 484,090 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 97.30 % | 97.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,697 EUR | 487,247 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,703 EUR | 488,203 EUR | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,420 EUR | 487,920 EUR | 99.10% | 99.10% |
13/11/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,900 EUR | 485,400 EUR | 99.69% | 99.69% |