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 | 0.82% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,678 EUR | 488,678 EUR | 97.95% | 97.95% |
19/11/2024 | 0.82% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,534 EUR | 487,534 EUR | 99.93% | 99.93% |
18/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,284 EUR | 490,284 EUR | 100.00% | 100.00% |
15/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,400 EUR | 489,400 EUR | 97.21% | 97.21% |
14/11/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,207 EUR | 487,207 EUR | 100.00% | 100.00% |
13/11/2024 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,898 EUR | 485,898 EUR | 100.00% | 100.00% |
12/11/2024 | 0.82% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,333 EUR | 489,333 EUR | 100.00% | 100.00% |
11/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,576 EUR | 489,576 EUR | 100.00% | 100.00% |
08/11/2024 | 0.82% | 96.60 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,189 EUR | 488,189 EUR | 100.00% | 100.00% |
07/11/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,034 EUR | 492,034 EUR | 99.23% | 99.23% |