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 | 0.86% | 92.90 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,136 EUR | 468,136 EUR | 97.94% | 97.94% |
19/11/2024 | 0.87% | 92.40 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,603 EUR | 463,603 EUR | 100.00% | 100.00% |
18/11/2024 | 1.08% | 92.80 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,421 EUR | 467,421 EUR | 100.00% | 100.00% |
15/11/2024 | 1.09% | 91.20 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,173 EUR | 461,173 EUR | 100.00% | 100.00% |
14/11/2024 | 0.87% | 91.50 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,924 EUR | 460,924 EUR | 100.00% | 100.00% |
13/11/2024 | 0.88% | 89.80 % | 90.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,587 EUR | 454,587 EUR | 100.00% | 100.00% |
12/11/2024 | 1.09% | 90.70 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,612 EUR | 461,612 EUR | 100.00% | 100.00% |
11/11/2024 | 1.08% | 91.90 % | 92.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,615 EUR | 465,615 EUR | 100.00% | 100.00% |
08/11/2024 | 0.87% | 91.30 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,757 EUR | 463,757 EUR | 100.00% | 100.00% |
07/11/2024 | 0.87% | 93.00 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,343 EUR | 462,343 EUR | 99.23% | 99.23% |