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 | 1.05% | 93.70 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,188 EUR | 477,188 EUR | 99.37% | 99.37% |
19/11/2024 | 1.06% | 94.20 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,296 EUR | 474,296 EUR | 100.00% | 100.00% |