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 | 2.83% | 62.00 % | 65.90 % | 50,000 | 50,000 | 486,284 | 486,284 | 298,476 EUR | 306,776 EUR | 98.85% | 98.85% |
19/11/2024 | 2.71% | 60.70 % | 64.60 % | 50,000 | 50,000 | 486,052 | 486,052 | 295,861 EUR | 303,673 EUR | 98.90% | 98.90% |
18/11/2024 | 2.77% | 62.20 % | 66.10 % | 50,000 | 50,000 | 486,978 | 486,978 | 303,670 EUR | 311,918 EUR | 98.69% | 98.69% |
15/11/2024 | 2.60% | 63.90 % | 67.90 % | 50,000 | 50,000 | 486,031 | 486,031 | 311,283 EUR | 319,175 EUR | 98.90% | 98.90% |
14/11/2024 | 2.86% | 61.50 % | 65.50 % | 50,000 | 50,000 | 486,812 | 486,812 | 296,055 EUR | 304,365 EUR | 97.80% | 97.80% |
13/11/2024 | 2.69% | 61.60 % | 65.60 % | 50,000 | 50,000 | 487,747 | 487,747 | 302,118 EUR | 310,086 EUR | 98.52% | 98.52% |
12/11/2024 | 2.66% | 61.10 % | 65.10 % | 50,000 | 50,000 | 485,901 | 485,901 | 301,745 EUR | 309,557 EUR | 98.93% | 98.93% |
11/11/2024 | 2.57% | 63.70 % | 67.60 % | 50,000 | 50,000 | 485,934 | 485,934 | 312,238 EUR | 320,067 EUR | 98.93% | 98.93% |
08/11/2024 | 2.47% | 63.60 % | 67.40 % | 50,000 | 50,000 | 496,265 | 496,265 | 321,391 EUR | 329,340 EUR | 96.64% | 96.64% |
07/11/2024 | 2.49% | 65.40 % | 69.20 % | 50,000 | 50,000 | 486,292 | 486,292 | 315,192 EUR | 322,838 EUR | 98.84% | 98.84% |