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 | 1.07% | 45.72 % | 46.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 231,915 EUR | 234,415 EUR | 100.00% | 100.00% |
19/11/2024 | 1.07% | 46.65 % | 47.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 233,023 EUR | 235,523 EUR | 89.36% | 89.36% |
18/11/2024 | 1.07% | 46.56 % | 47.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 233,428 EUR | 235,928 EUR | 99.66% | 99.66% |
15/11/2024 | 1.06% | 46.81 % | 47.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 235,637 EUR | 238,137 EUR | 100.00% | 100.00% |
14/11/2024 | 1.06% | 47.50 % | 48.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 234,321 EUR | 236,821 EUR | 100.00% | 100.00% |
13/11/2024 | 1.05% | 46.71 % | 47.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 236,332 EUR | 238,832 EUR | 100.00% | 100.00% |
12/11/2024 | 1.01% | 47.61 % | 48.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 246,337 EUR | 248,837 EUR | 98.70% | 98.70% |
11/11/2024 | 0.91% | 54.86 % | 55.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 274,613 EUR | 277,113 EUR | 100.00% | 100.00% |
08/11/2024 | 0.92% | 54.12 % | 54.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 270,682 EUR | 273,182 EUR | 99.83% | 99.83% |
07/11/2024 | 0.91% | 54.79 % | 55.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 274,850 EUR | 277,350 EUR | 100.00% | 100.00% |