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% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,064 EUR | 497,532 EUR | 97.24% | 97.24% |
19/11/2024 | 0.51% | 97.55 % | 98.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,291 EUR | 493,145 EUR | 92.27% | 92.27% |
18/11/2024 | 0.50% | 98.85 % | 99.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,386 EUR | 497,193 EUR | 92.75% | 92.75% |
15/11/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,581 EUR | 498,290 EUR | 99.37% | 99.37% |
14/11/2024 | 0.51% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,634 EUR | 495,817 EUR | 98.89% | 98.89% |
13/11/2024 | 0.51% | 97.70 % | 98.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,713 EUR | 490,856 EUR | 99.37% | 99.37% |
12/11/2024 | 0.51% | 96.25 % | 96.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,242 EUR | 493,621 EUR | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,181 EUR | 498,590 EUR | 99.38% | 99.38% |
08/11/2024 | 0.50% | 98.85 % | 99.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,594 EUR | 497,297 EUR | 99.38% | 99.38% |
07/11/2024 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,005 EUR | 500,003 EUR | 98.97% | 98.97% |