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% | 97.30 % | 97.61 % | 500,000 | 500,000 | 494,940 | 494,940 | 482,248 EUR | 483,784 EUR | 99.37% | 99.37% |
19/11/2024 | 0.33% | 97.30 % | 97.61 % | 500,000 | 500,000 | 494,968 | 494,968 | 481,022 EUR | 482,559 EUR | 100.00% | 100.00% |
18/11/2024 | 0.33% | 97.90 % | 98.21 % | 500,000 | 500,000 | 494,971 | 494,971 | 483,463 EUR | 485,000 EUR | 100.00% | 100.00% |
15/11/2024 | 0.52% | 97.80 % | 98.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 484,695 EUR | 487,172 EUR | 100.00% | 100.00% |
14/11/2024 | 0.52% | 97.80 % | 98.30 % | 500,000 | 500,000 | 494,924 | 494,924 | 481,620 EUR | 484,097 EUR | 99.10% | 99.10% |
13/11/2024 | 0.53% | 96.70 % | 97.20 % | 500,000 | 500,000 | 494,967 | 494,967 | 478,744 EUR | 481,222 EUR | 99.96% | 99.96% |