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 | 1.05% | 94.60 % | 95.60 % | 50,000 | 50,000 | 486,196 | 486,196 | 458,414 EUR | 463,276 EUR | 98.22% | 98.22% |
19/11/2024 | 0.86% | 94.00 % | 94.80 % | 50,000 | 50,000 | 486,052 | 486,052 | 451,956 EUR | 455,845 EUR | 98.90% | 98.90% |
18/11/2024 | 0.86% | 92.50 % | 93.30 % | 50,000 | 50,000 | 486,978 | 486,978 | 452,111 EUR | 456,007 EUR | 98.69% | 98.69% |
15/11/2024 | 1.06% | 93.60 % | 94.60 % | 50,000 | 50,000 | 486,031 | 486,031 | 457,035 EUR | 461,895 EUR | 98.90% | 98.90% |
14/11/2024 | 1.04% | 95.80 % | 96.80 % | 50,000 | 50,000 | 486,812 | 486,812 | 466,809 EUR | 471,677 EUR | 97.80% | 97.80% |
13/11/2024 | 0.83% | 96.20 % | 97.00 % | 50,000 | 50,000 | 487,747 | 487,747 | 466,930 EUR | 470,832 EUR | 98.52% | 98.52% |
12/11/2024 | 0.83% | 96.10 % | 96.90 % | 50,000 | 50,000 | 487,979 | 487,979 | 469,629 EUR | 473,533 EUR | 98.47% | 98.47% |
11/11/2024 | 1.03% | 97.50 % | 98.50 % | 50,000 | 50,000 | 485,936 | 485,936 | 471,537 EUR | 476,396 EUR | 98.92% | 98.92% |
08/11/2024 | 1.05% | 95.30 % | 96.30 % | 50,000 | 50,000 | 496,265 | 496,265 | 471,866 EUR | 476,829 EUR | 96.64% | 96.64% |
07/11/2024 | 0.84% | 94.80 % | 95.60 % | 50,000 | 50,000 | 486,186 | 486,186 | 462,031 EUR | 465,920 EUR | 98.08% | 98.08% |