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 | 0.56% | 87.65 % | 88.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 887,800 EUR | 446,400 EUR | 99.38% | 99.38% |
19/11/2024 | 0.56% | 89.35 % | 89.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 893,132 EUR | 449,066 EUR | 99.38% | 99.38% |
18/11/2024 | 0.56% | 89.30 % | 89.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 893,971 EUR | 449,485 EUR | 99.38% | 99.38% |
15/11/2024 | 0.56% | 89.35 % | 89.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 894,401 EUR | 449,700 EUR | 99.38% | 99.38% |
14/11/2024 | 0.56% | 89.95 % | 90.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 889,634 EUR | 447,317 EUR | 99.38% | 99.38% |
13/11/2024 | 0.55% | 88.90 % | 89.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 901,281 EUR | 453,140 EUR | 99.38% | 99.38% |
12/11/2024 | 0.53% | 92.20 % | 92.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 941,059 EUR | 473,029 EUR | 99.38% | 99.38% |
11/11/2024 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,505 EUR | 493,752 EUR | 99.38% | 99.38% |
08/11/2024 | 0.51% | 97.95 % | 98.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,985 EUR | 492,992 EUR | 99.38% | 99.38% |
07/11/2024 | 0.51% | 98.45 % | 98.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,588 EUR | 494,794 EUR | 98.78% | 98.78% |