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 | 1.03% | 96.40 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,169 EUR | 489,169 EUR | 97.95% | 97.95% |
19/11/2024 | 1.03% | 97.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,906 EUR | 488,906 EUR | 100.00% | 100.00% |
18/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,779 EUR | 493,779 EUR | 100.00% | 100.00% |
15/11/2024 | 1.02% | 97.80 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,166 EUR | 494,166 EUR | 100.00% | 100.00% |
14/11/2024 | 1.02% | 97.50 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,801 EUR | 491,801 EUR | 100.00% | 100.00% |
13/11/2024 | 1.03% | 96.60 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,679 EUR | 489,679 EUR | 100.00% | 100.00% |
12/11/2024 | 1.02% | 97.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,663 EUR | 493,663 EUR | 100.00% | 100.00% |
11/11/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,041 EUR | 496,041 EUR | 100.00% | 100.00% |
08/11/2024 | 1.02% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,504 EUR | 490,504 EUR | 100.00% | 100.00% |
07/11/2024 | 1.02% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,778 EUR | 492,778 EUR | 99.76% | 99.76% |