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 | 1.26% | 77.50 % | 78.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,967 EUR | 397,967 EUR | 98.59% | 98.59% |
19/11/2024 | 1.27% | 78.80 % | 79.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,015 EUR | 397,015 EUR | 100.00% | 100.00% |
18/11/2024 | 1.26% | 79.50 % | 80.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 395,721 EUR | 400,721 EUR | 100.00% | 100.00% |
15/11/2024 | 1.24% | 79.20 % | 80.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 401,142 EUR | 406,142 EUR | 100.00% | 100.00% |
14/11/2024 | 1.24% | 81.00 % | 82.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,287 EUR | 407,287 EUR | 100.00% | 100.00% |
13/11/2024 | 1.25% | 79.10 % | 80.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,150 EUR | 402,150 EUR | 100.00% | 100.00% |
12/11/2024 | 1.23% | 80.10 % | 81.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 404,834 EUR | 409,834 EUR | 100.00% | 100.00% |
11/11/2024 | 1.20% | 82.30 % | 83.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 413,628 EUR | 418,628 EUR | 100.00% | 100.00% |
08/11/2024 | 1.20% | 81.60 % | 82.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,510 EUR | 417,510 EUR | 100.00% | 100.00% |
07/11/2024 | 1.21% | 82.80 % | 83.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,458 EUR | 415,458 EUR | 100.00% | 100.00% |