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 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,107 EUR | 494,656 EUR | 99.37% | 99.37% |
19/11/2024 | 0.32% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,393 EUR | 491,943 EUR | 100.00% | 100.00% |
18/11/2024 | 0.32% | 98.00 % | 98.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,290 EUR | 490,840 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,981 EUR | 492,481 EUR | 100.00% | 100.00% |
14/11/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,530 EUR | 492,030 EUR | 99.10% | 99.10% |
13/11/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,055 EUR | 489,555 EUR | 99.69% | 99.69% |