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% | 99.20 % | 99.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,530 EUR | 499,765 EUR | 93.94% | 93.94% |
19/11/2024 | 0.50% | 99.50 % | 100.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,834 EUR | 500,417 EUR | 97.38% | 97.38% |
18/11/2024 | 0.50% | 99.75 % | 100.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,685 EUR | 501,343 EUR | 94.14% | 94.14% |
15/11/2024 | 0.50% | 99.85 % | 100.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,428 EUR | 501,714 EUR | 96.08% | 96.08% |
14/11/2024 | 0.50% | 99.95 % | 100.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,501 EUR | 501,751 EUR | 98.18% | 98.18% |
13/11/2024 | 0.50% | 99.65 % | 100.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,327 EUR | 500,663 EUR | 95.10% | 95.10% |
12/11/2024 | 0.50% | 99.50 % | 100.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,676 EUR | 501,338 EUR | 98.89% | 98.89% |
11/11/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,351 EUR | 501,676 EUR | 91.54% | 91.54% |
08/11/2024 | 0.50% | 99.80 % | 100.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,072 EUR | 501,036 EUR | 96.88% | 96.88% |
07/11/2024 | 0.50% | 99.75 % | 100.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,778 EUR | 500,889 EUR | 98.97% | 98.97% |