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 | 0.49% | 90.20 % | 90.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 913,745 EUR | 459,123 EUR | 99.38% | 99.38% |
19/11/2024 | 0.49% | 91.35 % | 91.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 912,986 EUR | 458,743 EUR | 99.38% | 99.38% |
18/11/2024 | 0.48% | 93.05 % | 93.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 927,558 EUR | 466,029 EUR | 99.38% | 99.38% |
15/11/2024 | 0.49% | 92.10 % | 92.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 920,491 EUR | 462,496 EUR | 99.38% | 99.38% |
14/11/2024 | 0.50% | 91.20 % | 91.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 903,306 EUR | 453,903 EUR | 99.38% | 99.38% |
13/11/2024 | 0.51% | 88.30 % | 88.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 888,351 EUR | 446,425 EUR | 99.38% | 99.38% |
12/11/2024 | 0.49% | 90.20 % | 90.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 918,039 EUR | 461,269 EUR | 99.38% | 99.38% |
11/11/2024 | 0.49% | 92.05 % | 92.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 913,338 EUR | 458,919 EUR | 99.38% | 99.38% |
08/11/2024 | 0.49% | 90.35 % | 90.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 909,774 EUR | 457,137 EUR | 99.38% | 99.38% |
07/11/2024 | 0.49% | 93.45 % | 93.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 925,090 EUR | 464,795 EUR | 98.78% | 98.78% |