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 | 0.54% | 91.70 % | 92.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 921,328 EUR | 463,164 EUR | 99.38% | 99.38% |
19/11/2024 | 0.54% | 91.50 % | 92.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 916,912 EUR | 460,956 EUR | 99.38% | 99.38% |
18/11/2024 | 0.54% | 92.80 % | 93.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 925,463 EUR | 465,232 EUR | 99.38% | 99.38% |
15/11/2024 | 0.54% | 92.65 % | 93.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 928,851 EUR | 466,925 EUR | 99.38% | 99.38% |
14/11/2024 | 0.54% | 92.65 % | 93.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 922,579 EUR | 463,789 EUR | 99.38% | 99.38% |
13/11/2024 | 0.54% | 91.55 % | 92.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 915,358 EUR | 460,179 EUR | 99.38% | 99.38% |
12/11/2024 | 0.54% | 91.00 % | 91.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 924,340 EUR | 464,670 EUR | 99.38% | 99.38% |
11/11/2024 | 0.53% | 93.80 % | 94.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 940,672 EUR | 472,836 EUR | 99.38% | 99.38% |
08/11/2024 | 0.53% | 93.40 % | 93.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 939,371 EUR | 472,186 EUR | 99.38% | 99.38% |
07/11/2024 | 0.53% | 95.45 % | 95.95 % | 1,000,000 | 500,000 | 1,000,000 | 499,989 | 949,672 EUR | 477,326 EUR | 98.78% | 98.78% |