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% | 96.40 % | 96.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,279 EUR | 485,639 EUR | 99.38% | 99.38% |
19/11/2024 | 0.51% | 96.90 % | 97.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 971,314 EUR | 488,157 EUR | 99.38% | 99.38% |
18/11/2024 | 0.51% | 97.50 % | 98.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,015 EUR | 490,508 EUR | 99.38% | 99.38% |
15/11/2024 | 0.51% | 97.65 % | 98.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,311 EUR | 490,656 EUR | 99.38% | 99.38% |
14/11/2024 | 0.51% | 97.40 % | 97.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,723 EUR | 489,361 EUR | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.25 % | 97.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,114 EUR | 489,557 EUR | 99.38% | 99.38% |
12/11/2024 | 0.52% | 95.25 % | 95.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,739 EUR | 480,370 EUR | 99.38% | 99.38% |
11/11/2024 | 0.52% | 95.75 % | 96.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 959,506 EUR | 482,253 EUR | 99.38% | 99.38% |
08/11/2024 | 0.52% | 95.25 % | 95.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,260 EUR | 478,630 EUR | 99.38% | 99.38% |
07/11/2024 | 0.52% | 95.35 % | 95.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 951,066 EUR | 478,002 EUR | 98.78% | 98.78% |