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 | 0.55% | 89.08 % | 89.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,701 EUR | 453,201 EUR | 100.00% | 100.00% |
19/11/2024 | 0.55% | 90.46 % | 90.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,161 EUR | 453,661 EUR | 89.39% | 89.39% |
18/11/2024 | 0.55% | 90.82 % | 91.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,030 EUR | 456,530 EUR | 99.66% | 99.66% |
15/11/2024 | 0.55% | 90.82 % | 91.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,903 EUR | 457,403 EUR | 100.00% | 100.00% |
14/11/2024 | 0.55% | 91.12 % | 91.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,998 EUR | 454,498 EUR | 100.00% | 100.00% |
13/11/2024 | 0.54% | 90.79 % | 91.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,694 EUR | 460,194 EUR | 100.00% | 100.00% |
12/11/2024 | 0.53% | 92.84 % | 93.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,607 EUR | 476,107 EUR | 98.72% | 98.72% |
11/11/2024 | 0.51% | 98.66 % | 99.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,215 EUR | 494,715 EUR | 100.00% | 100.00% |
08/11/2024 | 0.51% | 97.33 % | 97.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,888 EUR | 490,388 EUR | 99.83% | 99.83% |
07/11/2024 | 0.51% | 97.76 % | 98.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,855 EUR | 490,355 EUR | 100.00% | 100.00% |