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% | 85.10 % | 85.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 861,151 EUR | 432,826 EUR | 97.94% | 97.94% |
19/11/2024 | 0.51% | 84.65 % | 85.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 849,912 EUR | 427,122 EUR | 99.38% | 99.38% |
18/11/2024 | 0.52% | 87.35 % | 87.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 867,283 EUR | 435,892 EUR | 99.38% | 99.38% |
15/11/2024 | 0.51% | 86.85 % | 87.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 872,723 EUR | 438,612 EUR | 99.38% | 99.38% |
14/11/2024 | 0.51% | 86.75 % | 87.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 859,664 EUR | 432,048 EUR | 99.38% | 99.38% |
13/11/2024 | 0.49% | 84.60 % | 85.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 845,129 EUR | 424,646 EUR | 99.38% | 99.38% |
12/11/2024 | 0.51% | 83.35 % | 83.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 864,574 EUR | 434,512 EUR | 99.38% | 99.38% |
11/11/2024 | 0.50% | 89.35 % | 89.80 % | 1,000,000 | 500,000 | 1,000,000 | 499,957 | 898,857 EUR | 451,640 EUR | 99.38% | 99.38% |
08/11/2024 | 0.50% | 88.70 % | 89.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 896,838 EUR | 450,669 EUR | 99.38% | 99.38% |
07/11/2024 | 0.49% | 92.40 % | 92.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 916,721 EUR | 460,611 EUR | 98.78% | 98.78% |