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 | 1.64% | 77.80 % | 79.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 393,606 EUR | 400,109 EUR | 100.00% | 100.00% |
19/11/2024 | 1.81% | 76.10 % | 77.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 381,933 EUR | 388,912 EUR | 100.00% | 100.00% |
18/11/2024 | 1.62% | 79.00 % | 80.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,174 EUR | 403,657 EUR | 100.00% | 100.00% |
15/11/2024 | 1.60% | 80.10 % | 81.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 400,061 EUR | 406,509 EUR | 100.00% | 100.00% |
14/11/2024 | 1.68% | 79.50 % | 80.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 389,800 EUR | 396,414 EUR | 99.10% | 99.10% |
13/11/2024 | 1.98% | 75.00 % | 76.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 376,269 EUR | 383,775 EUR | 100.00% | 100.00% |
12/11/2024 | 1.95% | 74.30 % | 75.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 382,322 EUR | 389,855 EUR | 100.00% | 100.00% |
11/11/2024 | 1.57% | 82.50 % | 83.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,280 EUR | 416,755 EUR | 100.00% | 100.00% |
08/11/2024 | 1.46% | 81.50 % | 82.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,095 EUR | 420,181 EUR | 100.00% | 100.00% |
07/11/2024 | 1.05% | 88.60 % | 89.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,075 EUR | 444,726 EUR | 99.23% | 99.23% |