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 | 0.98% | 80.20 % | 81.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 404,740 EUR | 408,740 EUR | 97.95% | 97.95% |
19/11/2024 | 0.97% | 81.90 % | 82.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 409,088 EUR | 413,088 EUR | 99.93% | 99.93% |
18/11/2024 | 0.96% | 83.00 % | 83.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,565 EUR | 420,565 EUR | 100.00% | 100.00% |
15/11/2024 | 0.96% | 83.10 % | 83.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,125 EUR | 420,125 EUR | 100.00% | 100.00% |
14/11/2024 | 0.97% | 82.90 % | 83.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,353 EUR | 412,353 EUR | 100.00% | 100.00% |
13/11/2024 | 0.98% | 80.70 % | 81.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 405,123 EUR | 409,123 EUR | 100.00% | 100.00% |
12/11/2024 | 1.19% | 82.10 % | 83.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,886 EUR | 422,886 EUR | 100.00% | 100.00% |
11/11/2024 | 1.19% | 83.60 % | 84.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,078 EUR | 421,078 EUR | 100.00% | 100.00% |
08/11/2024 | 0.96% | 83.00 % | 83.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 413,888 EUR | 417,888 EUR | 100.00% | 100.00% |
07/11/2024 | 0.93% | 85.50 % | 86.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,259 EUR | 430,259 EUR | 99.23% | 99.23% |