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% | 96.90 % | 97.21 % | 500,000 | 500,000 | 494,940 | 494,940 | 482,366 EUR | 483,902 EUR | 99.37% | 99.37% |
19/11/2024 | 0.33% | 97.70 % | 98.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 483,223 EUR | 484,760 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 98.60 % | 98.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 487,055 EUR | 488,592 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 97.50 % | 98.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 483,334 EUR | 485,811 EUR | 100.00% | 100.00% |
14/11/2024 | 0.52% | 97.70 % | 98.20 % | 500,000 | 500,000 | 494,925 | 494,925 | 482,555 EUR | 485,032 EUR | 99.10% | 99.10% |
13/11/2024 | 0.52% | 97.00 % | 97.50 % | 500,000 | 500,000 | 494,954 | 494,954 | 481,479 EUR | 483,957 EUR | 99.69% | 99.69% |