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 | 1.02% | 90.20 % | 91.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,541 EUR | 460,225 EUR | 99.37% | 99.37% |
19/11/2024 | 0.99% | 91.00 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,077 EUR | 461,607 EUR | 100.00% | 100.00% |
18/11/2024 | 1.06% | 91.20 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,630 EUR | 457,442 EUR | 100.00% | 100.00% |
15/11/2024 | 0.53% | 93.30 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,331 EUR | 472,831 EUR | 100.00% | 100.00% |
14/11/2024 | 0.31% | 95.80 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,373 EUR | 478,873 EUR | 99.10% | 99.10% |
13/11/2024 | 0.99% | 90.80 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,275 EUR | 459,791 EUR | 100.00% | 100.00% |
12/11/2024 | 0.39% | 92.00 % | 92.90 % | 500,000 | 500,000 | 495,411 | 495,411 | 461,363 EUR | 463,112 EUR | 100.00% | 100.00% |
11/11/2024 | 0.81% | 92.20 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,353 EUR | 466,121 EUR | 100.00% | 100.00% |
08/11/2024 | 1.01% | 90.70 % | 91.70 % | 500,000 | 500,000 | 499,997 | 500,000 | 455,008 EUR | 459,644 EUR | 100.00% | 100.00% |
07/11/2024 | 1.11% | 90.60 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,161 EUR | 456,191 EUR | 99.24% | 99.24% |