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 | 0.49% | 91.05 % | 91.50 % | 1,000,000 | 500,000 | 999,978 | 500,000 | 910,533 EUR | 457,526 EUR | 99.38% | 99.38% |
19/11/2024 | 0.51% | 90.85 % | 91.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 887,379 EUR | 445,939 EUR | 94.68% | 94.68% |
18/11/2024 | 0.48% | 82.75 % | 83.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 832,081 EUR | 418,041 EUR | 99.38% | 99.38% |
15/11/2024 | 0.49% | 82.20 % | 82.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 821,511 EUR | 412,756 EUR | 99.38% | 99.38% |
14/11/2024 | 0.49% | 81.30 % | 81.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 808,339 EUR | 406,170 EUR | 99.38% | 99.38% |
13/11/2024 | 0.49% | 80.80 % | 81.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 813,772 EUR | 408,886 EUR | 99.38% | 99.38% |
12/11/2024 | 0.49% | 81.30 % | 81.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 816,560 EUR | 410,280 EUR | 99.38% | 99.38% |
11/11/2024 | 0.48% | 81.75 % | 82.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 824,042 EUR | 414,021 EUR | 99.38% | 99.38% |
08/11/2024 | 0.48% | 82.70 % | 83.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 830,966 EUR | 417,483 EUR | 99.38% | 99.38% |
07/11/2024 | 0.49% | 84.65 % | 85.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 848,322 EUR | 426,262 EUR | 98.78% | 98.78% |