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 | 0.88% | 90.30 % | 91.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,071 EUR | 458,071 EUR | 97.94% | 97.94% |
19/11/2024 | 0.88% | 90.60 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,969 EUR | 454,969 EUR | 99.84% | 99.84% |
18/11/2024 | 0.87% | 92.00 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,231 EUR | 463,231 EUR | 100.00% | 100.00% |
15/11/2024 | 0.86% | 92.10 % | 92.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,452 EUR | 465,452 EUR | 100.00% | 100.00% |
14/11/2024 | 0.87% | 92.00 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,397 EUR | 461,397 EUR | 100.00% | 100.00% |
13/11/2024 | 0.88% | 90.00 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,823 EUR | 454,823 EUR | 100.00% | 100.00% |
12/11/2024 | 0.87% | 91.00 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,464 EUR | 463,464 EUR | 100.00% | 100.00% |
11/11/2024 | 0.87% | 92.40 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,354 EUR | 463,354 EUR | 100.00% | 100.00% |
08/11/2024 | 0.87% | 91.10 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,305 EUR | 461,305 EUR | 100.00% | 100.00% |
07/11/2024 | 0.85% | 93.50 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,503 EUR | 471,503 EUR | 99.24% | 99.24% |