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% | 90.25 % | 90.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,974 EUR | 452,474 EUR | 100.00% | 100.00% |
19/11/2024 | 0.56% | 89.45 % | 89.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,116 EUR | 445,616 EUR | 100.00% | 100.00% |
18/11/2024 | 0.56% | 88.65 % | 89.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,906 EUR | 447,406 EUR | 100.00% | 100.00% |
15/11/2024 | 0.55% | 89.35 % | 89.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,599 EUR | 454,099 EUR | 100.00% | 100.00% |
14/11/2024 | 0.54% | 92.10 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,857 EUR | 463,357 EUR | 100.00% | 100.00% |
13/11/2024 | 0.54% | 92.30 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,215 EUR | 462,715 EUR | 100.00% | 100.00% |
12/11/2024 | 0.54% | 92.20 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,830 EUR | 465,330 EUR | 98.88% | 98.88% |
11/11/2024 | 0.54% | 94.00 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,834 EUR | 468,334 EUR | 100.00% | 100.00% |
08/11/2024 | 0.54% | 92.30 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,143 EUR | 463,643 EUR | 98.84% | 98.84% |
07/11/2024 | 0.54% | 91.80 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,000 EUR | 463,500 EUR | 40.65% | 40.65% |