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 | 0.75% | 55.19 % | 55.60 % | 362,000 | 359,000 | 358,524 | 355,842 | 199,740 EUR | 199,738 EUR | 99.94% | 99.94% |
19/11/2024 | 0.75% | 56.07 % | 56.49 % | 356,000 | 354,000 | 356,199 | 353,527 | 199,714 EUR | 199,706 EUR | 99.93% | 99.93% |
18/11/2024 | 0.75% | 55.85 % | 56.27 % | 358,000 | 355,000 | 357,133 | 354,461 | 199,713 EUR | 199,717 EUR | 99.93% | 99.93% |
15/11/2024 | 0.75% | 56.03 % | 56.45 % | 356,000 | 354,000 | 353,245 | 350,650 | 199,699 EUR | 199,732 EUR | 99.94% | 99.94% |
14/11/2024 | 0.75% | 56.98 % | 57.41 % | 351,000 | 348,000 | 356,975 | 354,293 | 199,724 EUR | 199,718 EUR | 99.92% | 99.92% |
13/11/2024 | 0.75% | 56.26 % | 56.68 % | 355,000 | 352,000 | 349,114 | 346,552 | 199,695 EUR | 199,719 EUR | 99.95% | 99.95% |
12/11/2024 | 0.75% | 58.05 % | 58.49 % | 344,000 | 341,000 | 334,981 | 332,474 | 199,710 EUR | 199,710 EUR | 99.89% | 99.89% |
11/11/2024 | 0.75% | 67.88 % | 68.39 % | 294,000 | 292,000 | 293,934 | 291,778 | 199,633 EUR | 199,657 EUR | 99.99% | 99.99% |
08/11/2024 | 0.76% | 66.99 % | 67.50 % | 298,000 | 296,000 | 297,771 | 295,484 | 199,664 EUR | 199,636 EUR | 99.93% | 99.93% |
07/11/2024 | 0.75% | 67.72 % | 68.23 % | 295,000 | 293,000 | 294,393 | 292,247 | 199,639 EUR | 199,675 EUR | 99.89% | 99.89% |