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 | 0.50% | 89.05 % | 89.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 898,863 EUR | 451,682 EUR | 99.38% | 99.38% |
19/11/2024 | 0.50% | 89.80 % | 90.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 899,628 EUR | 452,064 EUR | 99.38% | 99.38% |
18/11/2024 | 0.50% | 90.15 % | 90.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 895,449 EUR | 449,974 EUR | 99.38% | 99.38% |
15/11/2024 | 0.49% | 90.95 % | 91.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 918,837 EUR | 461,669 EUR | 99.38% | 99.38% |
14/11/2024 | 0.48% | 93.45 % | 93.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 929,897 EUR | 467,198 EUR | 99.38% | 99.38% |
13/11/2024 | 0.50% | 89.75 % | 90.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 900,860 EUR | 452,680 EUR | 99.38% | 99.38% |
12/11/2024 | 0.49% | 90.70 % | 91.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 911,100 EUR | 457,800 EUR | 99.38% | 99.38% |
11/11/2024 | 0.49% | 90.85 % | 91.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 910,096 EUR | 457,298 EUR | 99.38% | 99.38% |
08/11/2024 | 0.50% | 89.90 % | 90.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 899,581 EUR | 452,041 EUR | 99.38% | 99.38% |
07/11/2024 | 0.50% | 89.90 % | 90.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 896,943 EUR | 450,721 EUR | 98.78% | 98.78% |