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 | 1.08% | 92.40 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,904 EUR | 465,904 EUR | 100.00% | 100.00% |
22/11/2024 | 0.87% | 91.70 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,828 EUR | 459,828 EUR | 100.00% | 100.00% |
20/11/2024 | 0.89% | 89.40 % | 90.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,805 EUR | 452,805 EUR | 98.59% | 98.59% |
19/11/2024 | 0.89% | 89.70 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,609 EUR | 451,609 EUR | 100.00% | 100.00% |
18/11/2024 | 0.88% | 91.00 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,815 EUR | 458,815 EUR | 100.00% | 100.00% |
15/11/2024 | 0.87% | 91.50 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,554 EUR | 462,554 EUR | 100.00% | 100.00% |
14/11/2024 | 0.86% | 92.60 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,299 EUR | 466,299 EUR | 100.00% | 100.00% |
13/11/2024 | 0.87% | 91.80 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,836 EUR | 463,836 EUR | 100.00% | 100.00% |
12/11/2024 | 0.86% | 92.00 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,428 EUR | 467,428 EUR | 100.00% | 100.00% |
11/11/2024 | 0.85% | 93.80 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,556 EUR | 473,556 EUR | 100.00% | 100.00% |