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% | 97.80 % | 98.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,848 EUR | 492,924 EUR | 99.38% | 99.38% |
19/11/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,207 EUR | 491,104 EUR | 99.38% | 99.38% |
18/11/2024 | 0.51% | 98.15 % | 98.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,410 EUR | 492,705 EUR | 99.38% | 99.38% |
15/11/2024 | 0.51% | 97.85 % | 98.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,191 EUR | 492,595 EUR | 99.38% | 99.38% |
14/11/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,649 EUR | 489,325 EUR | 99.38% | 99.38% |
13/11/2024 | 0.51% | 96.90 % | 97.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 971,261 EUR | 488,130 EUR | 99.38% | 99.38% |
12/11/2024 | 0.51% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,328 EUR | 490,164 EUR | 99.38% | 99.38% |
11/11/2024 | 0.51% | 97.75 % | 98.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,472 EUR | 491,736 EUR | 99.38% | 99.38% |
08/11/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,088 EUR | 490,544 EUR | 99.38% | 99.38% |
07/11/2024 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,892 EUR | 491,446 EUR | 98.78% | 98.78% |