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 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,956 EUR | 499,956 EUR | 97.95% | 97.95% |
19/11/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,995 EUR | 498,995 EUR | 99.81% | 99.81% |
18/11/2024 | 1.01% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,965 EUR | 496,965 EUR | 100.00% | 100.00% |
15/11/2024 | 0.99% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,456 EUR | 506,456 EUR | 100.00% | 100.00% |
14/11/2024 | 0.99% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,080 EUR | 509,080 EUR | 100.00% | 100.00% |
13/11/2024 | 1.00% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,126 EUR | 500,126 EUR | 99.96% | 99.96% |