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% | 95.25 % | 95.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 954,639 EUR | 479,819 EUR | 96.82% | 96.82% |
19/11/2024 | 0.49% | 94.15 % | 94.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 917,649 EUR | 461,074 EUR | 7.41% | 7.41% |
18/11/2024 | 0.51% | 87.50 % | 87.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 871,779 EUR | 438,140 EUR | 98.70% | 98.70% |
15/11/2024 | 0.52% | 85.75 % | 86.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 857,885 EUR | 431,192 EUR | 98.84% | 98.84% |
14/11/2024 | 0.48% | 84.45 % | 84.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 838,095 EUR | 421,047 EUR | 95.85% | 95.85% |
13/11/2024 | 0.49% | 84.00 % | 84.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 846,447 EUR | 425,313 EUR | 98.87% | 98.87% |
12/11/2024 | 0.51% | 84.50 % | 84.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 850,346 EUR | 427,358 EUR | 98.95% | 98.95% |
11/11/2024 | 0.52% | 84.95 % | 85.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 856,844 EUR | 430,672 EUR | 98.90% | 98.90% |
08/11/2024 | 0.52% | 86.30 % | 86.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 866,403 EUR | 435,452 EUR | 90.50% | 90.50% |
07/11/2024 | 0.51% | 88.30 % | 88.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 874,654 EUR | 439,577 EUR | 8.28% | 8.28% |