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 | 1.11% | 88.90 % | 89.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,614 EUR | 451,614 EUR | 97.94% | 97.94% |
19/11/2024 | 1.12% | 88.60 % | 89.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,829 EUR | 447,829 EUR | 100.00% | 100.00% |
18/11/2024 | 1.11% | 90.00 % | 91.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,435 EUR | 453,435 EUR | 100.00% | 100.00% |
15/11/2024 | 1.11% | 89.50 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,395 EUR | 453,395 EUR | 100.00% | 100.00% |
14/11/2024 | 1.11% | 89.50 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,146 EUR | 451,146 EUR | 100.00% | 100.00% |
13/11/2024 | 1.12% | 88.40 % | 89.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,146 EUR | 447,146 EUR | 100.00% | 100.00% |
12/11/2024 | 1.11% | 87.90 % | 88.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,118 EUR | 452,118 EUR | 100.00% | 100.00% |
11/11/2024 | 1.09% | 90.80 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,211 EUR | 460,211 EUR | 100.00% | 100.00% |
08/11/2024 | 1.10% | 90.50 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,681 EUR | 458,681 EUR | 100.00% | 100.00% |
07/11/2024 | 1.08% | 92.40 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,139 EUR | 464,139 EUR | 99.23% | 99.23% |