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% | 84.70 % | 85.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 854,128 EUR | 429,287 EUR | 97.94% | 97.94% |
19/11/2024 | 0.52% | 85.60 % | 86.05 % | 1,000,000 | 500,000 | 999,978 | 500,000 | 856,704 EUR | 430,612 EUR | 99.38% | 99.38% |
18/11/2024 | 0.52% | 87.15 % | 87.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 869,677 EUR | 437,089 EUR | 99.38% | 99.38% |
15/11/2024 | 0.51% | 87.45 % | 87.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 876,114 EUR | 440,307 EUR | 99.38% | 99.38% |
14/11/2024 | 0.52% | 87.05 % | 87.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 862,819 EUR | 433,652 EUR | 99.38% | 99.38% |
13/11/2024 | 0.51% | 84.10 % | 84.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 857,470 EUR | 430,929 EUR | 99.38% | 99.38% |
12/11/2024 | 0.51% | 87.05 % | 87.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 882,247 EUR | 443,373 EUR | 99.38% | 99.38% |
11/11/2024 | 0.51% | 89.00 % | 89.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 884,994 EUR | 444,747 EUR | 99.38% | 99.38% |
08/11/2024 | 0.51% | 86.95 % | 87.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 876,729 EUR | 440,615 EUR | 99.38% | 99.38% |
07/11/2024 | 0.50% | 90.50 % | 90.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 905,212 EUR | 454,856 EUR | 98.78% | 98.78% |