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% | 95.00 % | 95.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,782 EUR | 478,331 EUR | 99.37% | 99.37% |
19/11/2024 | 0.33% | 94.90 % | 95.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,051 EUR | 477,601 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 95.90 % | 96.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,212 EUR | 481,762 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,091 EUR | 487,591 EUR | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,258 EUR | 486,758 EUR | 99.10% | 99.10% |
13/11/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,855 EUR | 486,355 EUR | 99.69% | 99.69% |