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 | 1.08% | 92.00 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,953 EUR | 466,953 EUR | 97.95% | 97.95% |
19/11/2024 | 1.09% | 91.70 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,320 EUR | 463,320 EUR | 100.00% | 100.00% |
18/11/2024 | 1.07% | 93.00 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,612 EUR | 468,612 EUR | 100.00% | 100.00% |
15/11/2024 | 1.07% | 92.50 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,482 EUR | 468,482 EUR | 100.00% | 100.00% |
14/11/2024 | 1.08% | 92.60 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,536 EUR | 466,536 EUR | 100.00% | 100.00% |
13/11/2024 | 1.09% | 91.60 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,795 EUR | 462,795 EUR | 100.00% | 100.00% |
12/11/2024 | 1.08% | 91.10 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,845 EUR | 466,845 EUR | 100.00% | 100.00% |
11/11/2024 | 1.06% | 93.70 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,443 EUR | 474,443 EUR | 100.00% | 100.00% |
08/11/2024 | 1.06% | 93.40 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,858 EUR | 472,858 EUR | 100.00% | 100.00% |
07/11/2024 | 1.05% | 95.00 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,656 EUR | 477,656 EUR | 99.23% | 99.23% |