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 | 0.88% | 56.31 % | 56.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 282,838 EUR | 285,338 EUR | 100.00% | 100.00% |
19/11/2024 | 0.89% | 56.85 % | 57.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 281,038 EUR | 283,538 EUR | 89.39% | 89.39% |
18/11/2024 | 0.86% | 58.22 % | 58.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 290,752 EUR | 293,252 EUR | 99.67% | 99.67% |
15/11/2024 | 0.85% | 58.28 % | 58.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 292,573 EUR | 295,073 EUR | 100.00% | 100.00% |
14/11/2024 | 0.85% | 58.77 % | 59.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 291,509 EUR | 294,009 EUR | 100.00% | 100.00% |
13/11/2024 | 0.87% | 56.95 % | 57.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 285,415 EUR | 287,915 EUR | 100.00% | 100.00% |
12/11/2024 | 0.86% | 57.38 % | 57.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 289,374 EUR | 291,874 EUR | 98.71% | 98.71% |
11/11/2024 | 0.86% | 58.76 % | 59.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 290,906 EUR | 293,406 EUR | 100.00% | 100.00% |
08/11/2024 | 0.86% | 57.37 % | 57.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 288,653 EUR | 291,153 EUR | 99.83% | 99.83% |
07/11/2024 | 0.83% | 60.02 % | 60.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 300,037 EUR | 302,537 EUR | 100.00% | 100.00% |