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 | 0.51% | 97.85 % | 98.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,795 EUR | 493,898 EUR | 93.95% | 93.95% |
19/11/2024 | 0.51% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,551 EUR | 495,776 EUR | 96.89% | 96.89% |
18/11/2024 | 0.50% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,014 EUR | 497,507 EUR | 94.15% | 94.15% |
15/11/2024 | 0.50% | 99.30 % | 99.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,364 EUR | 499,182 EUR | 96.06% | 96.06% |
14/11/2024 | 0.50% | 99.60 % | 100.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,794 EUR | 498,897 EUR | 98.18% | 98.18% |
13/11/2024 | 0.51% | 98.55 % | 99.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,251 EUR | 495,125 EUR | 95.10% | 95.10% |
12/11/2024 | 0.50% | 98.60 % | 99.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,602 EUR | 497,301 EUR | 98.89% | 98.89% |
11/11/2024 | 0.50% | 99.30 % | 99.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,754 EUR | 498,877 EUR | 91.53% | 91.53% |
08/11/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,010 EUR | 497,505 EUR | 96.87% | 96.87% |
07/11/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,359 EUR | 497,680 EUR | 98.97% | 98.97% |