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 | 1.35% | 92.00 % | 93.11 % | 500,000 | 500,000 | 494,966 | 494,966 | 449,242 EUR | 455,196 EUR | 99.92% | 99.92% |
22/11/2024 | 1.92% | 87.40 % | 88.91 % | 500,000 | 500,000 | 494,966 | 494,966 | 426,637 EUR | 434,716 EUR | 99.90% | 99.90% |
20/11/2024 | 1.23% | 89.90 % | 91.11 % | 500,000 | 500,000 | 494,905 | 494,905 | 450,643 EUR | 456,113 EUR | 98.68% | 98.68% |
19/11/2024 | 0.41% | 93.30 % | 93.61 % | 500,000 | 500,000 | 494,968 | 494,968 | 463,400 EUR | 465,232 EUR | 100.00% | 100.00% |
18/11/2024 | 0.34% | 94.30 % | 94.61 % | 500,000 | 500,000 | 494,971 | 494,971 | 468,429 EUR | 469,966 EUR | 100.00% | 100.00% |
15/11/2024 | 0.54% | 94.80 % | 95.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 468,432 EUR | 470,910 EUR | 100.00% | 100.00% |
14/11/2024 | 0.34% | 94.70 % | 95.01 % | 500,000 | 500,000 | 494,927 | 494,927 | 466,114 EUR | 467,651 EUR | 99.10% | 99.10% |
13/11/2024 | 0.34% | 94.00 % | 94.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 466,985 EUR | 468,522 EUR | 100.00% | 100.00% |
12/11/2024 | 0.35% | 94.90 % | 95.21 % | 500,000 | 500,000 | 489,970 | 489,970 | 469,155 EUR | 470,682 EUR | 100.00% | 100.00% |
11/11/2024 | 0.33% | 95.70 % | 96.01 % | 500,000 | 500,000 | 494,938 | 494,938 | 474,328 EUR | 475,865 EUR | 99.32% | 99.32% |