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% | 99.10 % | 99.41 % | 500,000 | 500,000 | 494,944 | 494,944 | 490,962 EUR | 492,498 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 98.90 % | 99.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 489,649 EUR | 491,186 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 489,928 EUR | 491,465 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 98.70 % | 99.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 488,529 EUR | 491,007 EUR | 100.00% | 100.00% |
14/11/2024 | 0.52% | 98.90 % | 99.40 % | 500,000 | 500,000 | 494,927 | 494,927 | 488,399 EUR | 490,877 EUR | 99.10% | 99.10% |
13/11/2024 | 0.52% | 98.10 % | 98.60 % | 500,000 | 500,000 | 494,967 | 494,967 | 486,318 EUR | 488,795 EUR | 99.96% | 99.96% |