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 | 0.96% | 82.10 % | 82.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,827 EUR | 416,827 EUR | 98.58% | 98.58% |
19/11/2024 | 0.98% | 81.60 % | 82.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,271 EUR | 412,271 EUR | 100.00% | 100.00% |
18/11/2024 | 0.95% | 83.50 % | 84.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,862 EUR | 420,862 EUR | 100.00% | 100.00% |
15/11/2024 | 0.95% | 83.30 % | 84.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,036 EUR | 422,036 EUR | 100.00% | 100.00% |
14/11/2024 | 0.97% | 83.10 % | 83.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,467 EUR | 415,467 EUR | 100.00% | 100.00% |
13/11/2024 | 0.98% | 81.00 % | 81.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 404,142 EUR | 408,142 EUR | 100.00% | 100.00% |
12/11/2024 | 0.97% | 80.70 % | 81.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,574 EUR | 414,574 EUR | 100.00% | 100.00% |
11/11/2024 | 0.94% | 84.70 % | 85.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,836 EUR | 426,836 EUR | 100.00% | 100.00% |
08/11/2024 | 0.94% | 84.60 % | 85.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,666 EUR | 428,666 EUR | 100.00% | 100.00% |
07/11/2024 | 0.92% | 87.60 % | 88.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,542 EUR | 438,542 EUR | 100.00% | 100.00% |