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% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,083 EUR | 486,542 EUR | 97.26% | 97.26% |
19/11/2024 | 0.52% | 96.40 % | 96.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 964,462 EUR | 484,731 EUR | 99.17% | 99.17% |
18/11/2024 | 0.52% | 96.85 % | 97.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,257 EUR | 486,628 EUR | 99.37% | 99.37% |
15/11/2024 | 0.51% | 97.50 % | 98.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,992 EUR | 489,996 EUR | 99.37% | 99.37% |
14/11/2024 | 0.51% | 97.80 % | 98.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,254 EUR | 490,127 EUR | 98.89% | 98.89% |
13/11/2024 | 0.51% | 97.10 % | 97.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,889 EUR | 490,444 EUR | 99.37% | 99.37% |
12/11/2024 | 0.51% | 96.85 % | 97.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,254 EUR | 491,627 EUR | 99.38% | 99.38% |
11/11/2024 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,738 EUR | 493,869 EUR | 99.38% | 99.38% |
08/11/2024 | 0.51% | 97.70 % | 98.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,544 EUR | 492,272 EUR | 99.37% | 99.37% |
07/11/2024 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,745 EUR | 492,372 EUR | 98.97% | 98.97% |