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 | 0.91% | 86.30 % | 87.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,860 EUR | 439,860 EUR | 97.95% | 97.95% |
19/11/2024 | 0.90% | 88.40 % | 89.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,081 EUR | 447,081 EUR | 99.84% | 99.84% |
18/11/2024 | 0.88% | 90.00 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,910 EUR | 454,910 EUR | 100.00% | 100.00% |
15/11/2024 | 0.88% | 90.30 % | 91.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,801 EUR | 455,801 EUR | 100.00% | 100.00% |
14/11/2024 | 0.89% | 90.00 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,855 EUR | 450,855 EUR | 100.00% | 100.00% |
13/11/2024 | 0.90% | 88.40 % | 89.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,922 EUR | 447,922 EUR | 100.00% | 100.00% |
12/11/2024 | 1.10% | 89.50 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,066 EUR | 459,066 EUR | 100.00% | 100.00% |
11/11/2024 | 1.10% | 91.00 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,146 EUR | 458,146 EUR | 100.00% | 100.00% |
08/11/2024 | 0.88% | 90.10 % | 90.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,083 EUR | 455,083 EUR | 100.00% | 100.00% |
07/11/2024 | 0.87% | 92.30 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,317 EUR | 463,317 EUR | 99.24% | 99.24% |