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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.84% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,320 EUR | 476,320 EUR | 100.00% | 100.00% |
12/11/2024 | 0.83% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,688 EUR | 481,688 EUR | 100.00% | 100.00% |
11/11/2024 | 0.83% | 95.90 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,516 EUR | 484,516 EUR | 100.00% | 100.00% |
08/11/2024 | 0.83% | 95.60 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,502 EUR | 482,502 EUR | 100.00% | 100.00% |
07/11/2024 | 0.82% | 96.60 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,465 EUR | 488,465 EUR | 99.24% | 99.24% |
06/11/2024 | 0.84% | 93.90 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,642 EUR | 475,642 EUR | 100.00% | 100.00% |
05/11/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,049 EUR | 481,049 EUR | 99.71% | 99.71% |
04/11/2024 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,514 EUR | 486,514 EUR | 99.32% | 99.32% |
01/11/2024 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,305 EUR | 485,305 EUR | 100.00% | 100.00% |
31/10/2024 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,616 EUR | 485,616 EUR | 100.00% | 100.00% |