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 | 0.55% | 89.80 % | 90.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,291 EUR | 453,791 EUR | 100.00% | 100.00% |
19/11/2024 | 0.55% | 90.70 % | 91.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,808 EUR | 456,308 EUR | 100.00% | 100.00% |
18/11/2024 | 0.55% | 91.30 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,341 EUR | 459,841 EUR | 100.00% | 100.00% |
15/11/2024 | 0.55% | 91.30 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,601 EUR | 459,101 EUR | 100.00% | 100.00% |
14/11/2024 | 0.55% | 91.10 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,610 EUR | 455,110 EUR | 100.00% | 100.00% |
13/11/2024 | 0.55% | 89.90 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,443 EUR | 453,943 EUR | 100.00% | 100.00% |
12/11/2024 | 0.54% | 90.90 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,095 EUR | 461,595 EUR | 99.89% | 99.89% |
11/11/2024 | 0.55% | 91.80 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,240 EUR | 458,740 EUR | 100.00% | 100.00% |
08/11/2024 | 0.54% | 91.45 % | 91.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,493 EUR | 459,993 EUR | 98.84% | 98.84% |
07/11/2024 | 0.54% | 92.95 % | 93.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,220 EUR | 465,720 EUR | 99.91% | 99.91% |