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% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,378 EUR | 502,189 EUR | 85.11% | 85.11% |
19/11/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,313 EUR | 500,656 EUR | 87.28% | 87.28% |
18/11/2024 | 0.50% | 99.75 % | 100.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,584 EUR | 501,292 EUR | 89.94% | 89.94% |
15/11/2024 | 0.50% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,297 EUR | 502,149 EUR | 85.06% | 85.06% |
14/11/2024 | 0.50% | 100.25 % | 100.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,320 EUR | 503,661 EUR | 89.32% | 89.32% |
13/11/2024 | 0.50% | 100.10 % | 100.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,390 EUR | 503,195 EUR | 96.74% | 96.74% |
12/11/2024 | 0.50% | 99.85 % | 100.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,460 EUR | 502,731 EUR | 94.23% | 94.23% |
11/11/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,500 EUR | 504,251 EUR | 92.85% | 92.85% |
08/11/2024 | 0.50% | 99.70 % | 100.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,225 EUR | 502,113 EUR | 95.32% | 95.32% |
07/11/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,330 EUR | 505,166 EUR | 95.54% | 95.54% |