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 | 1.15% | 86.10 % | 87.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,606 EUR | 438,606 EUR | 98.58% | 98.58% |
19/11/2024 | 1.15% | 86.50 % | 87.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,682 EUR | 436,682 EUR | 100.00% | 100.00% |
18/11/2024 | 1.14% | 88.10 % | 89.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,893 EUR | 442,893 EUR | 100.00% | 100.00% |
15/11/2024 | 1.14% | 87.30 % | 88.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,573 EUR | 442,573 EUR | 98.43% | 98.43% |
14/11/2024 | 1.15% | 87.20 % | 88.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,400 EUR | 437,400 EUR | 99.90% | 99.90% |
13/11/2024 | 1.18% | 84.10 % | 85.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,931 EUR | 424,931 EUR | 100.00% | 100.00% |
12/11/2024 | 1.17% | 83.10 % | 84.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,818 EUR | 430,818 EUR | 100.00% | 100.00% |
11/11/2024 | 1.14% | 86.90 % | 87.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,120 EUR | 441,120 EUR | 100.00% | 100.00% |
08/11/2024 | 1.14% | 86.20 % | 87.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,604 EUR | 442,604 EUR | 100.00% | 100.00% |
07/11/2024 | 1.10% | 90.10 % | 91.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,343 EUR | 455,343 EUR | 99.76% | 99.76% |