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 | 3.50% | 71.30 % | 73.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 358,729 EUR | 371,507 EUR | 100.00% | 100.00% |
19/11/2024 | 3.53% | 71.70 % | 74.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 357,972 EUR | 370,816 EUR | 100.00% | 100.00% |
18/11/2024 | 3.22% | 73.70 % | 76.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 371,392 EUR | 383,557 EUR | 100.00% | 100.00% |
15/11/2024 | 2.96% | 75.80 % | 78.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 384,955 EUR | 396,525 EUR | 100.00% | 100.00% |
14/11/2024 | 2.78% | 79.00 % | 81.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,055 EUR | 403,111 EUR | 99.10% | 99.10% |
13/11/2024 | 2.86% | 76.40 % | 78.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 389,670 EUR | 400,987 EUR | 100.00% | 100.00% |
12/11/2024 | 2.44% | 80.20 % | 82.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 405,995 EUR | 416,019 EUR | 100.00% | 100.00% |
11/11/2024 | 2.62% | 79.80 % | 81.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,231 EUR | 409,820 EUR | 100.00% | 100.00% |
08/11/2024 | 2.87% | 77.60 % | 79.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 388,685 EUR | 399,996 EUR | 100.00% | 100.00% |
07/11/2024 | 2.62% | 78.90 % | 81.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,263 EUR | 406,767 EUR | 100.00% | 100.00% |