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% | 98.05 % | 98.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,503 EUR | 492,751 EUR | 97.07% | 97.07% |
19/11/2024 | 0.51% | 98.05 % | 98.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,685 EUR | 492,843 EUR | 99.36% | 99.36% |
18/11/2024 | 0.51% | 98.05 % | 98.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,364 EUR | 492,682 EUR | 99.37% | 99.37% |
15/11/2024 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,154 EUR | 493,077 EUR | 99.37% | 99.37% |
14/11/2024 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,806 EUR | 493,403 EUR | 99.37% | 99.37% |
13/11/2024 | 0.51% | 98.00 % | 98.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,000 EUR | 492,500 EUR | 99.38% | 99.38% |
12/11/2024 | 0.51% | 98.05 % | 98.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,402 EUR | 492,701 EUR | 99.38% | 99.38% |
11/11/2024 | 0.51% | 98.00 % | 98.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,986 EUR | 492,493 EUR | 99.38% | 99.38% |
08/11/2024 | 0.51% | 97.95 % | 98.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,549 EUR | 492,274 EUR | 99.38% | 99.38% |
07/11/2024 | 0.51% | 97.95 % | 98.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,500 EUR | 492,250 EUR | 98.96% | 98.96% |