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% | 86.50 % | 86.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 874,942 EUR | 439,721 EUR | 99.38% | 99.38% |
19/11/2024 | 0.51% | 88.00 % | 88.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 879,592 EUR | 442,046 EUR | 99.38% | 99.38% |
18/11/2024 | 0.51% | 87.90 % | 88.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 880,054 EUR | 442,277 EUR | 99.38% | 99.38% |
15/11/2024 | 0.51% | 87.95 % | 88.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 881,062 EUR | 442,781 EUR | 99.38% | 99.38% |
14/11/2024 | 0.51% | 88.50 % | 88.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 877,433 EUR | 440,967 EUR | 99.38% | 99.38% |
13/11/2024 | 0.51% | 87.60 % | 88.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 887,520 EUR | 446,010 EUR | 99.38% | 99.38% |
12/11/2024 | 0.49% | 90.30 % | 90.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 920,713 EUR | 462,606 EUR | 99.38% | 99.38% |
11/11/2024 | 0.52% | 96.40 % | 96.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 963,572 EUR | 484,286 EUR | 99.38% | 99.38% |
08/11/2024 | 0.52% | 96.00 % | 96.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,404 EUR | 483,202 EUR | 99.38% | 99.38% |
07/11/2024 | 0.52% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,922 EUR | 485,461 EUR | 98.78% | 98.78% |