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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 1.03% | 95.70 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,613 EUR | 486,613 EUR | 100.00% | 100.00% |
12/11/2024 | 0.83% | 96.60 % | 97.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,913 EUR | 489,963 EUR | 100.00% | 100.00% |
11/11/2024 | 0.83% | 97.80 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,762 EUR | 491,812 EUR | 100.00% | 100.00% |
08/11/2024 | 1.03% | 96.40 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,873 EUR | 488,873 EUR | 100.00% | 100.00% |
07/11/2024 | 1.01% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,496 EUR | 496,496 EUR | 99.23% | 99.23% |
06/11/2024 | 0.83% | 96.50 % | 97.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,810 EUR | 487,860 EUR | 99.01% | 99.01% |
05/11/2024 | 0.82% | 98.00 % | 98.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,084 EUR | 494,134 EUR | 99.70% | 99.70% |
04/11/2024 | 1.01% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,840 EUR | 495,840 EUR | 99.32% | 99.32% |
01/11/2024 | 1.02% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,090 EUR | 495,090 EUR | 100.00% | 100.00% |
31/10/2024 | 0.82% | 97.60 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,717 EUR | 493,767 EUR | 100.00% | 100.00% |