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% | 95.40 % | 95.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,732 EUR | 481,866 EUR | 99.38% | 99.38% |
19/11/2024 | 0.52% | 95.75 % | 96.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,252 EUR | 480,122 EUR | 99.38% | 99.38% |
18/11/2024 | 0.52% | 96.70 % | 97.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 963,086 EUR | 484,043 EUR | 99.38% | 99.38% |
15/11/2024 | 0.52% | 95.90 % | 96.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,045 EUR | 483,022 EUR | 99.38% | 99.38% |
14/11/2024 | 0.50% | 95.70 % | 96.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 948,086 EUR | 476,439 EUR | 99.38% | 99.38% |
13/11/2024 | 0.49% | 93.55 % | 94.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 941,162 EUR | 472,871 EUR | 99.38% | 99.38% |
12/11/2024 | 0.52% | 95.10 % | 95.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,155 EUR | 483,078 EUR | 99.38% | 99.38% |
11/11/2024 | 0.52% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,264 EUR | 485,132 EUR | 99.38% | 99.38% |
08/11/2024 | 0.52% | 96.15 % | 96.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,834 EUR | 482,917 EUR | 99.38% | 99.38% |
07/11/2024 | 0.52% | 96.05 % | 96.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,781 EUR | 480,890 EUR | 98.78% | 98.78% |