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 | 0.58% | 87.20 % | 87.70 % | 50,000 | 50,000 | 486,284 | 486,284 | 421,940 EUR | 424,372 EUR | 98.85% | 98.85% |
19/11/2024 | 0.59% | 86.10 % | 86.60 % | 50,000 | 50,000 | 486,052 | 486,052 | 411,661 EUR | 414,092 EUR | 98.90% | 98.90% |
18/11/2024 | 0.59% | 84.60 % | 85.10 % | 50,000 | 50,000 | 486,978 | 486,978 | 413,622 EUR | 416,058 EUR | 98.69% | 98.69% |
15/11/2024 | 0.58% | 85.40 % | 85.90 % | 50,000 | 50,000 | 486,031 | 486,031 | 418,677 EUR | 421,109 EUR | 98.90% | 98.90% |
14/11/2024 | 0.56% | 88.70 % | 89.20 % | 50,000 | 50,000 | 486,812 | 486,812 | 432,241 EUR | 434,676 EUR | 97.80% | 97.80% |
13/11/2024 | 0.57% | 89.30 % | 89.90 % | 50,000 | 50,000 | 487,747 | 487,747 | 431,828 EUR | 434,267 EUR | 98.52% | 98.52% |
12/11/2024 | 0.56% | 88.60 % | 89.20 % | 50,000 | 50,000 | 487,979 | 487,979 | 433,478 EUR | 435,919 EUR | 98.47% | 98.47% |
11/11/2024 | 0.56% | 90.50 % | 91.10 % | 50,000 | 50,000 | 485,936 | 485,936 | 436,773 EUR | 439,204 EUR | 98.92% | 98.92% |
08/11/2024 | 0.57% | 88.50 % | 89.10 % | 50,000 | 50,000 | 496,265 | 496,265 | 437,274 EUR | 439,756 EUR | 96.64% | 96.64% |
07/11/2024 | 0.57% | 87.50 % | 88.10 % | 50,000 | 50,000 | 486,185 | 486,185 | 426,243 EUR | 428,675 EUR | 98.08% | 98.08% |