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 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,372 EUR | 478,372 EUR | 98.58% | 98.58% |
19/11/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,154 EUR | 478,154 EUR | 100.00% | 100.00% |
18/11/2024 | 0.84% | 94.30 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,518 EUR | 477,518 EUR | 100.00% | 100.00% |
15/11/2024 | 0.83% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,946 EUR | 482,946 EUR | 100.00% | 100.00% |
14/11/2024 | 0.84% | 94.20 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,413 EUR | 475,413 EUR | 100.00% | 100.00% |
13/11/2024 | 0.85% | 93.70 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,963 EUR | 474,963 EUR | 100.00% | 100.00% |
12/11/2024 | 0.84% | 93.80 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,228 EUR | 479,228 EUR | 100.00% | 100.00% |
11/11/2024 | 0.82% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,245 EUR | 487,245 EUR | 100.00% | 100.00% |
08/11/2024 | 0.82% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,493 EUR | 488,493 EUR | 100.00% | 100.00% |
07/11/2024 | 0.83% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,094 EUR | 485,094 EUR | 99.24% | 99.24% |