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 | 0.35% | 87.60 % | 87.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,859 EUR | 438,408 EUR | 100.00% | 100.00% |
19/11/2024 | 0.36% | 86.50 % | 86.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,009 EUR | 431,559 EUR | 100.00% | 100.00% |
18/11/2024 | 0.36% | 87.40 % | 87.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,876 EUR | 436,426 EUR | 100.00% | 100.00% |
15/11/2024 | 0.36% | 85.50 % | 85.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,004 EUR | 428,552 EUR | 100.00% | 100.00% |
14/11/2024 | 0.36% | 85.50 % | 85.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,997 EUR | 428,547 EUR | 99.10% | 99.10% |
13/11/2024 | 0.42% | 83.70 % | 84.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,678 EUR | 422,425 EUR | 100.00% | 100.00% |
12/11/2024 | 0.36% | 85.10 % | 85.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,915 EUR | 430,465 EUR | 100.00% | 100.00% |
11/11/2024 | 0.36% | 86.10 % | 86.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,733 EUR | 433,283 EUR | 100.00% | 100.00% |
08/11/2024 | 0.36% | 86.20 % | 86.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,245 EUR | 435,795 EUR | 100.00% | 100.00% |
07/11/2024 | 0.36% | 87.90 % | 88.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,595 EUR | 433,145 EUR | 100.00% | 100.00% |