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 | 1.02% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,783 EUR | 491,783 EUR | 97.94% | 97.94% |
19/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,199 EUR | 490,199 EUR | 100.00% | 100.00% |
18/11/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,458 EUR | 491,458 EUR | 100.00% | 100.00% |
15/11/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,713 EUR | 492,713 EUR | 100.00% | 100.00% |
14/11/2024 | 1.02% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,089 EUR | 494,089 EUR | 100.00% | 100.00% |
13/11/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,207 EUR | 492,207 EUR | 99.37% | 99.37% |
12/11/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,294 EUR | 494,294 EUR | 100.00% | 100.00% |
11/11/2024 | 1.01% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,179 EUR | 495,179 EUR | 99.45% | 99.45% |
08/11/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,142 EUR | 493,142 EUR | 99.93% | 99.93% |
07/11/2024 | 0.82% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,224 EUR | 492,224 EUR | 99.23% | 99.23% |