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 | 1.10% | 89.80 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,487 EUR | 456,487 EUR | 98.58% | 98.58% |
19/11/2024 | 1.11% | 89.70 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,719 EUR | 452,719 EUR | 100.00% | 100.00% |
18/11/2024 | 1.09% | 91.10 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,965 EUR | 459,965 EUR | 100.00% | 100.00% |
15/11/2024 | 1.09% | 91.00 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,986 EUR | 459,986 EUR | 100.00% | 100.00% |
14/11/2024 | 1.10% | 90.50 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,502 EUR | 456,502 EUR | 100.00% | 100.00% |
13/11/2024 | 1.11% | 89.70 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,985 EUR | 453,985 EUR | 100.00% | 100.00% |
12/11/2024 | 1.10% | 89.00 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,101 EUR | 457,101 EUR | 100.00% | 100.00% |
11/11/2024 | 1.08% | 92.00 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,559 EUR | 466,559 EUR | 100.00% | 100.00% |
08/11/2024 | 1.08% | 92.40 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,059 EUR | 467,059 EUR | 100.00% | 100.00% |
07/11/2024 | 1.07% | 94.00 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,654 EUR | 471,654 EUR | 99.23% | 99.23% |