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 | 0.55% | 91.30 % | 91.80 % | 50,000 | 50,000 | 486,195 | 486,195 | 441,830 EUR | 444,261 EUR | 98.21% | 98.21% |
19/11/2024 | 0.56% | 90.10 % | 90.60 % | 50,000 | 50,000 | 486,052 | 486,052 | 431,081 EUR | 433,512 EUR | 98.90% | 98.90% |
18/11/2024 | 0.57% | 87.90 % | 88.40 % | 50,000 | 50,000 | 486,978 | 486,978 | 430,127 EUR | 432,563 EUR | 98.69% | 98.69% |
15/11/2024 | 0.56% | 89.40 % | 89.90 % | 50,000 | 50,000 | 486,031 | 486,031 | 437,859 EUR | 440,290 EUR | 98.90% | 98.90% |
14/11/2024 | 0.54% | 92.50 % | 93.00 % | 50,000 | 50,000 | 486,812 | 486,812 | 450,899 EUR | 453,334 EUR | 97.80% | 97.80% |
13/11/2024 | 0.54% | 93.10 % | 93.70 % | 50,000 | 50,000 | 487,747 | 487,747 | 450,697 EUR | 453,137 EUR | 98.52% | 98.52% |
12/11/2024 | 0.54% | 92.50 % | 93.10 % | 50,000 | 50,000 | 487,979 | 487,979 | 452,302 EUR | 454,742 EUR | 98.47% | 98.47% |
11/11/2024 | 0.54% | 94.00 % | 94.60 % | 50,000 | 50,000 | 485,936 | 485,936 | 454,208 EUR | 456,639 EUR | 98.92% | 98.92% |
08/11/2024 | 0.54% | 92.10 % | 92.70 % | 50,000 | 50,000 | 496,265 | 496,265 | 455,264 EUR | 457,745 EUR | 96.64% | 96.64% |
07/11/2024 | 0.55% | 91.30 % | 91.90 % | 50,000 | 50,000 | 486,185 | 486,185 | 444,480 EUR | 446,912 EUR | 98.07% | 98.07% |