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 | 0.90% | 88.10 % | 88.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,764 EUR | 448,764 EUR | 99.37% | 99.37% |
19/11/2024 | 0.89% | 88.70 % | 89.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,959 EUR | 448,959 EUR | 100.00% | 100.00% |
18/11/2024 | 0.90% | 89.00 % | 89.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,940 EUR | 445,940 EUR | 100.00% | 100.00% |
15/11/2024 | 1.09% | 90.30 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,576 EUR | 461,576 EUR | 100.00% | 100.00% |
14/11/2024 | 0.86% | 93.30 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,087 EUR | 468,087 EUR | 99.10% | 99.10% |
13/11/2024 | 0.89% | 89.20 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,881 EUR | 450,881 EUR | 100.00% | 100.00% |
12/11/2024 | 0.89% | 90.20 % | 91.00 % | 500,000 | 500,000 | 495,411 | 495,411 | 449,226 EUR | 453,194 EUR | 100.00% | 100.00% |
11/11/2024 | 0.88% | 90.00 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,491 EUR | 454,491 EUR | 100.00% | 100.00% |
08/11/2024 | 0.90% | 88.70 % | 89.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,631 EUR | 448,631 EUR | 100.00% | 100.00% |
07/11/2024 | 0.90% | 89.10 % | 89.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,088 EUR | 448,088 EUR | 99.23% | 99.23% |