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 | 0.52% | 94.75 % | 95.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,053 EUR | 478,527 EUR | 99.38% | 99.38% |
19/11/2024 | 0.52% | 95.15 % | 95.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 951,814 EUR | 478,407 EUR | 99.38% | 99.38% |
18/11/2024 | 0.52% | 96.10 % | 96.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 959,164 EUR | 482,082 EUR | 99.38% | 99.38% |
15/11/2024 | 0.52% | 95.55 % | 96.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,342 EUR | 480,171 EUR | 99.38% | 99.38% |
14/11/2024 | 0.53% | 95.05 % | 95.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 946,796 EUR | 475,898 EUR | 99.38% | 99.38% |
13/11/2024 | 0.53% | 93.75 % | 94.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 940,308 EUR | 472,654 EUR | 99.38% | 99.38% |
12/11/2024 | 0.52% | 94.75 % | 95.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,394 EUR | 480,197 EUR | 99.38% | 99.38% |
11/11/2024 | 0.52% | 95.70 % | 96.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 953,698 EUR | 479,349 EUR | 99.38% | 99.38% |
08/11/2024 | 0.52% | 94.95 % | 95.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 951,927 EUR | 478,464 EUR | 99.38% | 99.38% |
07/11/2024 | 0.52% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,563 EUR | 482,781 EUR | 98.78% | 98.78% |