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% | 91.50 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,820 EUR | 458,320 EUR | 100.00% | 100.00% |
19/11/2024 | 0.56% | 90.60 % | 91.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,360 EUR | 450,860 EUR | 100.00% | 100.00% |
18/11/2024 | 0.55% | 89.55 % | 90.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,517 EUR | 452,017 EUR | 100.00% | 100.00% |
15/11/2024 | 0.55% | 90.25 % | 90.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,499 EUR | 458,999 EUR | 100.00% | 100.00% |
14/11/2024 | 0.53% | 93.15 % | 93.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,259 EUR | 468,759 EUR | 100.00% | 100.00% |
13/11/2024 | 0.54% | 93.25 % | 93.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,944 EUR | 467,444 EUR | 100.00% | 100.00% |
12/11/2024 | 0.53% | 93.05 % | 93.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,545 EUR | 469,045 EUR | 98.45% | 98.45% |
11/11/2024 | 0.53% | 94.50 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,674 EUR | 471,174 EUR | 100.00% | 100.00% |
08/11/2024 | 0.54% | 93.15 % | 93.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,868 EUR | 467,368 EUR | 99.87% | 99.87% |
07/11/2024 | 0.54% | 92.30 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,630 EUR | 466,130 EUR | 40.72% | 40.72% |