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 | 1.22% | 96.40 % | 97.40 % | 500,000 | 500,000 | 437,303 | 437,303 | 421,885 EUR | 426,350 EUR | 97.95% | 97.95% |
19/11/2024 | 1.05% | 96.20 % | 97.20 % | 500,000 | 500,000 | 492,407 | 492,407 | 473,615 EUR | 478,569 EUR | 100.00% | 100.00% |
18/11/2024 | 1.13% | 96.70 % | 97.70 % | 500,000 | 500,000 | 439,279 | 439,279 | 424,851 EUR | 429,481 EUR | 100.00% | 100.00% |
15/11/2024 | 1.03% | 97.30 % | 98.30 % | 500,000 | 500,000 | 496,187 | 496,187 | 482,799 EUR | 487,776 EUR | 100.00% | 100.00% |
14/11/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 499,940 | 499,940 | 487,189 EUR | 492,189 EUR | 100.00% | 100.00% |
13/11/2024 | 1.03% | 96.90 % | 97.90 % | 500,000 | 500,000 | 497,551 | 497,551 | 483,797 EUR | 488,782 EUR | 100.00% | 100.00% |
12/11/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 497,736 | 497,736 | 486,530 EUR | 491,516 EUR | 100.00% | 100.00% |
11/11/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,624 EUR | 497,624 EUR | 100.00% | 100.00% |
08/11/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,136 EUR | 491,136 EUR | 100.00% | 100.00% |
07/11/2024 | 1.02% | 97.50 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,977 EUR | 493,977 EUR | 99.23% | 99.23% |