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 | 2.23% | 74.60 % | 79.91 % | 500,000 | 5,000,000 | 500,000 | 521,212 | 392,709 EUR | 418,515 EUR | 5.69% | 98.68% |
19/11/2024 | 2.04% | 80.30 % | 82.01 % | 500,000 | 500,000 | 494,968 | 494,968 | 402,075 EUR | 410,198 EUR | 100.00% | 100.00% |
18/11/2024 | 1.71% | 82.90 % | 84.41 % | 500,000 | 500,000 | 494,971 | 494,971 | 414,352 EUR | 421,319 EUR | 100.00% | 100.00% |
15/11/2024 | 1.70% | 83.90 % | 85.31 % | 500,000 | 500,000 | 494,969 | 494,969 | 415,432 EUR | 422,382 EUR | 100.00% | 100.00% |
14/11/2024 | 1.80% | 84.10 % | 85.51 % | 500,000 | 500,000 | 494,927 | 494,927 | 411,068 EUR | 418,361 EUR | 99.10% | 99.10% |
13/11/2024 | 1.75% | 82.60 % | 84.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 413,775 EUR | 420,911 EUR | 100.00% | 100.00% |
12/11/2024 | 1.45% | 84.70 % | 86.11 % | 500,000 | 500,000 | 489,970 | 489,970 | 424,651 EUR | 430,674 EUR | 100.00% | 100.00% |
11/11/2024 | 1.42% | 87.00 % | 88.21 % | 500,000 | 500,000 | 494,938 | 494,938 | 430,054 EUR | 436,072 EUR | 99.32% | 99.32% |
08/11/2024 | 1.41% | 87.30 % | 88.51 % | 500,000 | 500,000 | 494,968 | 494,968 | 430,210 EUR | 436,172 EUR | 100.00% | 100.00% |
07/11/2024 | 1.30% | 89.60 % | 90.61 % | 500,000 | 500,000 | 494,899 | 494,899 | 436,434 EUR | 441,994 EUR | 98.62% | 98.62% |