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 | 0.82% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,235 EUR | 488,235 EUR | 97.94% | 97.94% |
19/11/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,277 EUR | 488,277 EUR | 100.00% | 100.00% |
18/11/2024 | 1.03% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,934 EUR | 489,934 EUR | 100.00% | 100.00% |
15/11/2024 | 1.01% | 98.30 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,552 EUR | 499,552 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,445 EUR | 502,445 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,708 EUR | 493,708 EUR | 100.00% | 100.00% |
12/11/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,220 EUR | 502,220 EUR | 100.00% | 100.00% |
11/11/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,110 EUR | 497,110 EUR | 100.00% | 100.00% |
08/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,239 EUR | 490,239 EUR | 100.00% | 100.00% |
07/11/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,059 EUR | 491,059 EUR | 99.23% | 99.23% |