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 | 0.84% | 94.50 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,496 EUR | 475,496 EUR | 100.00% | 100.00% |
22/11/2024 | 0.85% | 93.70 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,259 EUR | 470,259 EUR | 100.00% | 100.00% |
20/11/2024 | 0.86% | 92.10 % | 92.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,139 EUR | 466,139 EUR | 97.94% | 97.94% |
19/11/2024 | 0.86% | 92.80 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,156 EUR | 467,156 EUR | 100.00% | 100.00% |
18/11/2024 | 0.85% | 93.20 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,110 EUR | 470,110 EUR | 100.00% | 100.00% |
15/11/2024 | 0.85% | 93.30 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,007 EUR | 471,007 EUR | 100.00% | 100.00% |
14/11/2024 | 0.85% | 94.30 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,023 EUR | 475,023 EUR | 100.00% | 100.00% |
13/11/2024 | 0.84% | 94.20 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,953 EUR | 475,953 EUR | 100.00% | 100.00% |
12/11/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,272 EUR | 480,272 EUR | 100.00% | 100.00% |
11/11/2024 | 0.82% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,758 EUR | 487,758 EUR | 100.00% | 100.00% |