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 | 0.56% | 89.44 % | 89.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,258 EUR | 450,758 EUR | 99.39% | 99.39% |
19/11/2024 | 0.56% | 89.38 % | 89.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,677 EUR | 446,177 EUR | 88.76% | 88.76% |
18/11/2024 | 0.54% | 91.28 % | 91.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,541 EUR | 460,041 EUR | 99.07% | 99.07% |
15/11/2024 | 0.54% | 92.05 % | 92.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,577 EUR | 464,077 EUR | 99.39% | 99.39% |
14/11/2024 | 0.54% | 93.24 % | 93.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,089 EUR | 462,589 EUR | 99.39% | 99.39% |
13/11/2024 | 0.55% | 90.04 % | 90.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,606 EUR | 457,106 EUR | 99.39% | 99.39% |
12/11/2024 | 0.53% | 93.45 % | 93.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,728 EUR | 471,228 EUR | 98.15% | 98.15% |
11/11/2024 | 0.55% | 91.16 % | 91.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,002 EUR | 456,502 EUR | 99.39% | 99.39% |
08/11/2024 | 0.57% | 87.97 % | 88.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,569 EUR | 443,069 EUR | 99.24% | 99.24% |
07/11/2024 | 0.56% | 88.46 % | 88.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,268 EUR | 446,768 EUR | 99.39% | 99.39% |