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 | 1.07% | 92.20 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,379 EUR | 468,379 EUR | 98.58% | 98.58% |
19/11/2024 | 1.07% | 92.80 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,907 EUR | 468,907 EUR | 100.00% | 100.00% |
18/11/2024 | 1.06% | 94.50 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,171 EUR | 476,171 EUR | 100.00% | 100.00% |
15/11/2024 | 1.05% | 94.20 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,589 EUR | 476,589 EUR | 100.00% | 100.00% |
14/11/2024 | 1.06% | 93.90 % | 94.90 % | 500,000 | 500,000 | 500,000 | 499,916 | 468,207 EUR | 473,127 EUR | 100.00% | 100.00% |
13/11/2024 | 1.07% | 93.00 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,241 EUR | 470,241 EUR | 100.00% | 100.00% |
12/11/2024 | 1.06% | 92.60 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,802 EUR | 472,802 EUR | 100.00% | 100.00% |
11/11/2024 | 1.05% | 94.90 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,851 EUR | 478,851 EUR | 100.00% | 100.00% |
08/11/2024 | 1.06% | 93.90 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,763 EUR | 474,763 EUR | 100.00% | 100.00% |
07/11/2024 | 1.05% | 94.30 % | 95.30 % | 500,000 | 500,000 | 500,000 | 499,998 | 474,571 EUR | 479,569 EUR | 99.76% | 99.76% |