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 | 0.60% | 81.71 % | 82.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,334 EUR | 417,834 EUR | 99.39% | 99.39% |
19/11/2024 | 0.60% | 83.58 % | 84.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,434 EUR | 419,934 EUR | 88.75% | 88.75% |
18/11/2024 | 0.60% | 83.41 % | 83.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,150 EUR | 420,650 EUR | 99.06% | 99.06% |
15/11/2024 | 0.59% | 83.81 % | 84.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,284 EUR | 423,784 EUR | 99.39% | 99.39% |
14/11/2024 | 0.60% | 84.81 % | 85.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,132 EUR | 420,632 EUR | 99.39% | 99.39% |
13/11/2024 | 0.59% | 83.44 % | 83.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,403 EUR | 424,903 EUR | 99.39% | 99.39% |
12/11/2024 | 0.56% | 85.39 % | 85.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,758 EUR | 444,258 EUR | 98.09% | 98.09% |
11/11/2024 | 0.52% | 96.13 % | 96.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,851 EUR | 483,351 EUR | 99.39% | 99.39% |
08/11/2024 | 0.52% | 95.27 % | 95.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,333 EUR | 478,833 EUR | 99.22% | 99.22% |
07/11/2024 | 0.52% | 95.95 % | 96.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,346 EUR | 482,846 EUR | 99.39% | 99.39% |