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 | 1.63% | 85.50 % | 86.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,552 EUR | 436,601 EUR | 99.37% | 99.37% |
19/11/2024 | 1.64% | 85.50 % | 86.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,940 EUR | 432,975 EUR | 100.00% | 100.00% |
18/11/2024 | 1.51% | 86.10 % | 87.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,434 EUR | 437,988 EUR | 100.00% | 100.00% |
15/11/2024 | 1.41% | 87.40 % | 88.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,106 EUR | 445,356 EUR | 100.00% | 100.00% |
14/11/2024 | 1.36% | 88.90 % | 90.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,163 EUR | 450,245 EUR | 99.10% | 99.10% |
13/11/2024 | 1.40% | 87.90 % | 89.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,826 EUR | 448,069 EUR | 100.00% | 100.00% |
12/11/2024 | 1.23% | 89.50 % | 90.71 % | 500,000 | 500,000 | 493,892 | 493,892 | 446,479 EUR | 452,016 EUR | 100.00% | 100.00% |
11/11/2024 | 1.12% | 91.10 % | 92.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,506 EUR | 460,655 EUR | 100.00% | 100.00% |
08/11/2024 | 1.17% | 91.10 % | 92.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,758 EUR | 463,158 EUR | 100.00% | 100.00% |
07/11/2024 | 0.98% | 92.90 % | 93.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,971 EUR | 469,543 EUR | 99.24% | 99.24% |