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 | 1.06% | 93.50 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,871 EUR | 474,871 EUR | 98.58% | 98.58% |
19/11/2024 | 1.06% | 93.90 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,545 EUR | 474,545 EUR | 100.00% | 100.00% |
18/11/2024 | 1.04% | 95.40 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,069 EUR | 481,069 EUR | 100.00% | 100.00% |
15/11/2024 | 1.04% | 95.20 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,632 EUR | 481,632 EUR | 100.00% | 100.00% |
14/11/2024 | 1.05% | 94.90 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,401 EUR | 478,401 EUR | 100.00% | 100.00% |
13/11/2024 | 1.06% | 93.90 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,844 EUR | 474,844 EUR | 100.00% | 100.00% |
12/11/2024 | 1.05% | 93.50 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,620 EUR | 477,620 EUR | 100.00% | 100.00% |
11/11/2024 | 1.04% | 95.80 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,726 EUR | 483,726 EUR | 100.00% | 100.00% |
08/11/2024 | 1.05% | 94.50 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,723 EUR | 478,723 EUR | 100.00% | 100.00% |
07/11/2024 | 1.04% | 95.60 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,442 EUR | 485,442 EUR | 99.23% | 99.23% |