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% | 87.85 % | 88.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 889,945 EUR | 447,222 EUR | 96.55% | 96.55% |
19/11/2024 | 0.51% | 88.50 % | 88.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 887,137 EUR | 445,819 EUR | 96.02% | 96.02% |
18/11/2024 | 0.50% | 90.15 % | 90.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 903,447 EUR | 453,974 EUR | 98.01% | 98.01% |
15/11/2024 | 0.50% | 89.75 % | 90.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 898,307 EUR | 451,403 EUR | 91.38% | 91.38% |
14/11/2024 | 0.51% | 88.10 % | 88.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 861,120 EUR | 432,770 EUR | 79.55% | 79.55% |
13/11/2024 | 0.50% | 83.40 % | 83.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 849,054 EUR | 426,651 EUR | 94.68% | 94.68% |
12/11/2024 | 0.50% | 87.15 % | 87.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 899,601 EUR | 452,050 EUR | 94.05% | 94.05% |
11/11/2024 | 0.49% | 91.20 % | 91.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 912,666 EUR | 458,583 EUR | 98.73% | 98.73% |
08/11/2024 | 0.50% | 90.35 % | 90.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 903,608 EUR | 454,054 EUR | 91.55% | 91.55% |
07/11/2024 | 0.50% | 90.60 % | 91.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 903,276 EUR | 453,888 EUR | 1.44% | 1.44% |