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 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,607 EUR | 504,607 EUR | 97.95% | 97.95% |
19/11/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,572 EUR | 505,572 EUR | 100.00% | 100.00% |
18/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,093 EUR | 510,093 EUR | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,727 EUR | 507,727 EUR | 100.00% | 100.00% |
14/11/2024 | 0.99% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,220 EUR | 505,220 EUR | 100.00% | 100.00% |
13/11/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,062 EUR | 502,062 EUR | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,508 EUR | 497,508 EUR | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,404 EUR | 497,404 EUR | 100.00% | 100.00% |
08/11/2024 | 1.02% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,938 EUR | 494,938 EUR | 100.00% | 100.00% |
07/11/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,090 EUR | 493,090 EUR | 99.23% | 99.23% |