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 | 1.41% | 99.90 % | 100.70 % | 500,000 | 500,000 | 143,011 | 143,011 | 142,934 EUR | 144,389 EUR | 97.74% | 97.74% |
19/11/2024 | 1.60% | 99.90 % | 100.90 % | 500,000 | 500,000 | 146,908 | 146,908 | 146,679 EUR | 148,454 EUR | 99.67% | 99.67% |
18/11/2024 | 1.60% | 100.40 % | 101.40 % | 500,000 | 500,000 | 147,410 | 147,410 | 147,907 EUR | 149,687 EUR | 100.00% | 100.00% |
15/11/2024 | 2.67% | 100.80 % | 101.60 % | 500,000 | 500,000 | 146,956 | 146,956 | 148,247 EUR | 150,374 EUR | 100.00% | 100.00% |
14/11/2024 | 1.99% | 100.30 % | 101.10 % | 500,000 | 500,000 | 116,952 | 116,952 | 117,370 EUR | 118,819 EUR | 92.57% | 92.57% |
13/11/2024 | 2.09% | 99.40 % | 101.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,740 EUR | 50,790 EUR | 37.94% | 37.94% |
12/11/2024 | 1.02% | 99.60 % | 100.60 % | 500,000 | 500,000 | 147,998 | 147,998 | 147,433 EUR | 148,922 EUR | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 148,320 | 148,320 | 148,849 EUR | 150,035 EUR | 100.00% | 100.00% |
08/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 148,156 | 148,156 | 149,046 EUR | 150,231 EUR | 100.00% | 100.00% |
07/11/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 148,855 | 148,855 | 150,240 EUR | 151,728 EUR | 99.23% | 99.23% |