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 | 0.55% | 90.00 % | 90.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 906,094 EUR | 455,547 EUR | 99.38% | 99.38% |
19/11/2024 | 0.54% | 92.00 % | 92.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 924,234 EUR | 464,617 EUR | 99.38% | 99.38% |
18/11/2024 | 0.53% | 93.45 % | 93.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 937,342 EUR | 471,171 EUR | 99.38% | 99.38% |
15/11/2024 | 0.53% | 94.00 % | 94.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 938,692 EUR | 471,846 EUR | 99.38% | 99.38% |
14/11/2024 | 0.53% | 93.80 % | 94.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 932,981 EUR | 468,990 EUR | 99.38% | 99.38% |
13/11/2024 | 0.53% | 92.85 % | 93.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 935,633 EUR | 470,317 EUR | 99.38% | 99.38% |
12/11/2024 | 0.53% | 93.95 % | 94.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 947,939 EUR | 476,470 EUR | 99.38% | 99.38% |
11/11/2024 | 0.53% | 94.85 % | 95.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 947,166 EUR | 476,083 EUR | 99.38% | 99.38% |
08/11/2024 | 0.53% | 95.10 % | 95.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 949,288 EUR | 477,144 EUR | 99.38% | 99.38% |
07/11/2024 | 0.52% | 95.75 % | 96.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,428 EUR | 478,714 EUR | 98.78% | 98.78% |