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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.10% | 90.30 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,235 EUR | 456,235 EUR | 100.00% | 100.00% |
22/11/2024 | 0.89% | 90.00 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,839 EUR | 451,839 EUR | 100.00% | 100.00% |
20/11/2024 | 0.90% | 87.90 % | 88.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,432 EUR | 445,432 EUR | 98.58% | 98.58% |
19/11/2024 | 0.91% | 88.10 % | 88.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,926 EUR | 443,926 EUR | 100.00% | 100.00% |
18/11/2024 | 0.89% | 89.90 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,169 EUR | 453,169 EUR | 100.00% | 100.00% |
15/11/2024 | 0.88% | 89.90 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,630 EUR | 455,630 EUR | 100.00% | 100.00% |
14/11/2024 | 0.87% | 91.80 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,806 EUR | 461,806 EUR | 100.00% | 100.00% |
13/11/2024 | 0.87% | 90.90 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,324 EUR | 459,324 EUR | 100.00% | 100.00% |
12/11/2024 | 0.87% | 91.10 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,785 EUR | 462,785 EUR | 100.00% | 100.00% |
11/11/2024 | 0.85% | 93.20 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,249 EUR | 470,249 EUR | 100.00% | 100.00% |