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 | 1.71% | 94.30 % | 94.80 % | 500,000 | 500,000 | 145,805 | 145,805 | 137,476 EUR | 138,759 EUR | 99.01% | 99.01% |
19/11/2024 | 1.71% | 94.60 % | 95.10 % | 500,000 | 500,000 | 145,048 | 145,048 | 137,012 EUR | 138,292 EUR | 100.00% | 100.00% |
18/11/2024 | 1.71% | 95.00 % | 95.50 % | 500,000 | 500,000 | 145,081 | 145,081 | 137,511 EUR | 138,790 EUR | 99.77% | 99.77% |
15/11/2024 | 1.70% | 95.20 % | 95.70 % | 500,000 | 500,000 | 144,257 | 144,257 | 137,542 EUR | 138,819 EUR | 99.03% | 99.03% |
14/11/2024 | 1.69% | 95.90 % | 96.40 % | 500,000 | 500,000 | 145,905 | 145,905 | 139,748 EUR | 141,029 EUR | 99.10% | 99.10% |
13/11/2024 | 1.70% | 95.50 % | 96.00 % | 500,000 | 500,000 | 145,049 | 145,049 | 138,376 EUR | 139,654 EUR | 100.00% | 100.00% |
12/11/2024 | 1.68% | 95.80 % | 96.30 % | 500,000 | 500,000 | 145,047 | 145,047 | 139,353 EUR | 140,633 EUR | 100.00% | 100.00% |
11/11/2024 | 1.67% | 97.10 % | 97.60 % | 500,000 | 500,000 | 144,970 | 144,970 | 140,848 EUR | 142,127 EUR | 99.87% | 99.87% |
08/11/2024 | 1.68% | 96.80 % | 97.30 % | 500,000 | 500,000 | 145,040 | 145,040 | 140,146 EUR | 141,425 EUR | 100.00% | 100.00% |
07/11/2024 | 1.68% | 97.00 % | 97.50 % | 500,000 | 500,000 | 145,804 | 145,804 | 141,124 EUR | 142,406 EUR | 99.23% | 99.23% |