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 | 0.53% | 55.85 % | 56.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 559,707 EUR | 281,354 EUR | 95.24% | 95.24% |
19/11/2024 | 0.47% | 53.85 % | 54.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 533,388 EUR | 267,944 EUR | 0.04% | 0.04% |
18/11/2024 | 0.51% | 49.00 % | 49.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 488,717 EUR | 245,609 EUR | 98.70% | 98.70% |
15/11/2024 | 0.52% | 48.05 % | 48.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 481,167 EUR | 241,834 EUR | 97.72% | 97.72% |
14/11/2024 | 0.53% | 47.55 % | 47.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 473,030 EUR | 237,765 EUR | 97.49% | 97.49% |
13/11/2024 | 0.52% | 47.35 % | 47.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 477,269 EUR | 239,885 EUR | 98.87% | 98.87% |
12/11/2024 | 0.52% | 47.80 % | 48.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 481,767 EUR | 242,133 EUR | 98.95% | 98.95% |
11/11/2024 | 0.51% | 48.45 % | 48.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 489,108 EUR | 245,804 EUR | 98.90% | 98.90% |
08/11/2024 | 0.50% | 49.35 % | 49.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 497,365 EUR | 249,933 EUR | 89.62% | 89.62% |
07/11/2024 | 0.50% | 50.80 % | 51.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 503,248 EUR | 252,874 EUR | 5.31% | 5.31% |