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 | 1.11% | 89.10 % | 90.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,731 EUR | 454,731 EUR | 100.00% | 100.00% |
12/11/2024 | 0.86% | 91.40 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,911 EUR | 465,911 EUR | 100.00% | 100.00% |
11/11/2024 | 0.87% | 92.40 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,866 EUR | 463,866 EUR | 100.00% | 100.00% |
08/11/2024 | 1.09% | 91.10 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,668 EUR | 462,668 EUR | 100.00% | 100.00% |
07/11/2024 | 1.06% | 93.60 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,259 EUR | 473,259 EUR | 99.23% | 99.23% |
06/11/2024 | 0.86% | 91.10 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,883 EUR | 464,883 EUR | 99.01% | 99.01% |
05/11/2024 | 0.84% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,656 EUR | 476,656 EUR | 99.89% | 99.89% |
04/11/2024 | 1.05% | 94.20 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,000 EUR | 478,000 EUR | 99.32% | 99.32% |
01/11/2024 | 1.05% | 94.30 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,610 EUR | 476,610 EUR | 100.00% | 100.00% |
31/10/2024 | 0.84% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,781 EUR | 478,781 EUR | 100.00% | 100.00% |