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 | 0.81% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,541 EUR | 495,541 EUR | 97.95% | 97.95% |
19/11/2024 | 0.82% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,074 EUR | 492,074 EUR | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,216 EUR | 497,216 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,446 EUR | 499,446 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,079 EUR | 494,079 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,543 EUR | 493,543 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,326 EUR | 499,326 EUR | 100.00% | 100.00% |
11/11/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,138 EUR | 500,138 EUR | 100.00% | 100.00% |
08/11/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,841 EUR | 498,841 EUR | 100.00% | 100.00% |
07/11/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,651 EUR | 498,651 EUR | 99.23% | 99.23% |