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 | 1.02% | 97.50 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,082 EUR | 493,082 EUR | 97.95% | 97.95% |
19/11/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,819 EUR | 491,819 EUR | 100.00% | 100.00% |
18/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,016 EUR | 494,016 EUR | 100.00% | 100.00% |
15/11/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,644 EUR | 495,644 EUR | 100.00% | 100.00% |
14/11/2024 | 1.02% | 97.80 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,858 EUR | 492,858 EUR | 100.00% | 100.00% |
13/11/2024 | 1.03% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,017 EUR | 488,017 EUR | 100.00% | 100.00% |
12/11/2024 | 1.02% | 96.60 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,686 EUR | 490,686 EUR | 100.00% | 100.00% |
11/11/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,594 EUR | 493,594 EUR | 100.00% | 100.00% |
08/11/2024 | 1.03% | 96.50 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,147 EUR | 487,147 EUR | 100.00% | 100.00% |
07/11/2024 | 1.03% | 96.60 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,904 EUR | 487,904 EUR | 99.76% | 99.76% |