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 | 0.62% | 79.87 % | 80.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,482 EUR | 404,982 EUR | 100.00% | 100.00% |
19/11/2024 | 0.62% | 80.61 % | 81.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 403,259 EUR | 405,759 EUR | 89.36% | 89.36% |
18/11/2024 | 0.61% | 80.90 % | 81.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 405,282 EUR | 407,782 EUR | 99.67% | 99.67% |
15/11/2024 | 0.61% | 81.87 % | 82.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,906 EUR | 413,406 EUR | 100.00% | 100.00% |
14/11/2024 | 0.61% | 83.00 % | 83.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,715 EUR | 413,215 EUR | 99.94% | 99.94% |
13/11/2024 | 0.60% | 82.43 % | 82.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,707 EUR | 417,207 EUR | 98.68% | 98.68% |
12/11/2024 | 0.58% | 83.72 % | 84.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,353 EUR | 429,853 EUR | 98.73% | 98.73% |
11/11/2024 | 0.55% | 90.77 % | 91.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,180 EUR | 456,680 EUR | 100.00% | 100.00% |
08/11/2024 | 0.55% | 89.90 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,795 EUR | 452,295 EUR | 99.83% | 99.83% |
07/11/2024 | 0.55% | 90.52 % | 91.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,990 EUR | 455,490 EUR | 100.00% | 100.00% |