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 | 0.52% | 94.85 % | 95.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,096 EUR | 481,048 EUR | 96.85% | 96.85% |
19/11/2024 | 0.52% | 95.85 % | 96.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 959,395 EUR | 482,197 EUR | 98.94% | 98.94% |
18/11/2024 | 0.52% | 95.50 % | 96.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,585 EUR | 481,293 EUR | 98.94% | 98.94% |
15/11/2024 | 0.51% | 95.35 % | 95.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 949,331 EUR | 477,081 EUR | 98.30% | 98.30% |
14/11/2024 | 0.49% | 95.00 % | 95.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 940,159 EUR | 472,396 EUR | 98.12% | 98.12% |
13/11/2024 | 0.51% | 93.80 % | 94.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 950,043 EUR | 477,437 EUR | 98.47% | 98.47% |
12/11/2024 | 0.51% | 96.35 % | 96.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,096 EUR | 490,048 EUR | 97.58% | 97.58% |
11/11/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,357 EUR | 501,679 EUR | 98.89% | 98.89% |
08/11/2024 | 0.50% | 99.60 % | 100.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,690 EUR | 500,845 EUR | 98.76% | 98.76% |
07/11/2024 | 0.50% | 99.80 % | 100.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,783 EUR | 501,391 EUR | 98.55% | 98.55% |