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 | 0.87% | 90.60 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,332 EUR | 460,332 EUR | 98.59% | 98.59% |
19/11/2024 | 1.10% | 90.80 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,101 EUR | 458,101 EUR | 100.00% | 100.00% |
18/11/2024 | 1.09% | 91.80 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,553 EUR | 462,553 EUR | 100.00% | 100.00% |
15/11/2024 | - | 91.40 % | - % | 500,000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
14/11/2024 | 0.88% | 91.40 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,847 EUR | 458,847 EUR | 100.00% | 100.00% |
13/11/2024 | 1.10% | 90.50 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,061 EUR | 457,061 EUR | 100.00% | 100.00% |
12/11/2024 | 1.09% | 89.50 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,141 EUR | 460,141 EUR | 100.00% | 100.00% |
11/11/2024 | 0.85% | 93.30 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,268 EUR | 472,268 EUR | 100.00% | 100.00% |
08/11/2024 | 0.85% | 93.40 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,613 EUR | 471,613 EUR | 100.00% | 100.00% |
07/11/2024 | 1.05% | 95.00 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,542 EUR | 477,542 EUR | 100.00% | 100.00% |