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 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,138 EUR | 494,138 EUR | 97.95% | 97.95% |
19/11/2024 | 1.02% | 97.80 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,518 EUR | 494,518 EUR | 100.00% | 100.00% |
18/11/2024 | 1.01% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,994 EUR | 496,994 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,933 EUR | 497,933 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,634 EUR | 498,634 EUR | 100.00% | 100.00% |
13/11/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,423 EUR | 497,423 EUR | 100.00% | 100.00% |
12/11/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,560 EUR | 497,560 EUR | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,035 EUR | 497,035 EUR | 100.00% | 100.00% |
08/11/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,040 EUR | 494,040 EUR | 100.00% | 100.00% |
07/11/2024 | 1.02% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,416 EUR | 491,416 EUR | 99.23% | 99.23% |