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% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,640 EUR | 492,320 EUR | 99.38% | 99.38% |
19/11/2024 | 0.51% | 97.70 % | 98.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,322 EUR | 490,661 EUR | 99.38% | 99.38% |
18/11/2024 | 0.51% | 98.05 % | 98.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,916 EUR | 492,458 EUR | 99.38% | 99.38% |
15/11/2024 | 0.51% | 97.80 % | 98.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,815 EUR | 491,408 EUR | 99.38% | 99.38% |
14/11/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,933 EUR | 489,467 EUR | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.15 % | 97.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,783 EUR | 487,891 EUR | 99.38% | 99.38% |
12/11/2024 | 0.51% | 97.00 % | 97.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,699 EUR | 490,349 EUR | 99.38% | 99.38% |
11/11/2024 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,645 EUR | 493,322 EUR | 99.38% | 99.38% |
08/11/2024 | 0.51% | 97.75 % | 98.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,546 EUR | 491,773 EUR | 99.38% | 99.38% |
07/11/2024 | 0.51% | 98.05 % | 98.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,951 EUR | 492,475 EUR | 98.78% | 98.78% |