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 | 0.89% | 88.80 % | 89.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,473 EUR | 449,473 EUR | 97.95% | 97.95% |
19/11/2024 | 0.89% | 89.40 % | 90.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,898 EUR | 450,898 EUR | 100.00% | 100.00% |
18/11/2024 | 1.10% | 90.20 % | 91.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,465 EUR | 456,465 EUR | 100.00% | 100.00% |
15/11/2024 | 1.09% | 90.60 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,533 EUR | 462,533 EUR | 100.00% | 100.00% |
14/11/2024 | 0.86% | 93.20 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,640 EUR | 467,640 EUR | 100.00% | 100.00% |
13/11/2024 | 0.86% | 91.40 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,928 EUR | 464,928 EUR | 100.00% | 100.00% |
12/11/2024 | 1.06% | 93.50 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,149 EUR | 474,149 EUR | 100.00% | 100.00% |
11/11/2024 | 1.07% | 93.10 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,822 EUR | 469,822 EUR | 100.00% | 100.00% |
08/11/2024 | 0.87% | 91.60 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,912 EUR | 461,912 EUR | 100.00% | 100.00% |
07/11/2024 | 0.86% | 91.90 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,603 EUR | 464,603 EUR | 99.23% | 99.23% |