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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,616 EUR | 494,116 EUR | 100.00% | 100.00% |
22/11/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,262 EUR | 492,762 EUR | 99.90% | 99.90% |
20/11/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,029 EUR | 489,529 EUR | 99.37% | 99.37% |
19/11/2024 | 0.52% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,476 EUR | 485,976 EUR | 100.00% | 100.00% |
18/11/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,108 EUR | 487,608 EUR | 100.00% | 100.00% |
15/11/2024 | 0.51% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,751 EUR | 488,251 EUR | 100.00% | 100.00% |
14/11/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,075 EUR | 487,575 EUR | 99.10% | 99.10% |
13/11/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,572 EUR | 486,072 EUR | 99.69% | 99.69% |