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 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,051 EUR | 502,025 EUR | 96.16% | 96.16% |
19/11/2024 | 0.50% | 99.85 % | 100.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,369 EUR | 501,684 EUR | 97.99% | 97.99% |
18/11/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,983 EUR | 501,992 EUR | 97.93% | 97.93% |
15/11/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,786 EUR | 501,893 EUR | 98.85% | 98.85% |
14/11/2024 | 0.50% | 99.75 % | 100.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,980 EUR | 501,490 EUR | 96.86% | 96.86% |
13/11/2024 | 0.50% | 99.85 % | 100.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,058 EUR | 501,529 EUR | 96.85% | 96.85% |
12/11/2024 | 0.50% | 99.75 % | 100.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,668 EUR | 501,834 EUR | 97.30% | 97.30% |
11/11/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,360 EUR | 502,180 EUR | 96.96% | 96.96% |
08/11/2024 | 0.50% | 99.75 % | 100.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,171 EUR | 502,086 EUR | 98.15% | 98.15% |
07/11/2024 | 0.50% | 99.95 % | 100.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,895 EUR | 501,948 EUR | 97.86% | 97.86% |