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 | 0.85% | 93.80 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,217 EUR | 474,217 EUR | 97.95% | 97.95% |
19/11/2024 | 0.85% | 93.70 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,553 EUR | 470,553 EUR | 100.00% | 100.00% |
18/11/2024 | 0.85% | 94.30 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,122 EUR | 474,122 EUR | 100.00% | 100.00% |
15/11/2024 | 0.85% | 93.50 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,654 EUR | 472,654 EUR | 100.00% | 100.00% |
14/11/2024 | 0.85% | 93.80 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,165 EUR | 472,165 EUR | 100.00% | 100.00% |
13/11/2024 | 0.86% | 92.50 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,629 EUR | 467,629 EUR | 100.00% | 100.00% |
12/11/2024 | 0.85% | 92.90 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,890 EUR | 471,890 EUR | 100.00% | 100.00% |
11/11/2024 | 0.84% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,098 EUR | 477,098 EUR | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.10 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,917 EUR | 476,917 EUR | 100.00% | 100.00% |
07/11/2024 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,850 EUR | 475,850 EUR | 99.23% | 99.23% |