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% | 95.95 % | 96.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 964,189 EUR | 484,594 EUR | 99.38% | 99.38% |
19/11/2024 | 0.52% | 96.70 % | 97.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,367 EUR | 485,683 EUR | 99.38% | 99.38% |
18/11/2024 | 0.51% | 97.50 % | 98.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,837 EUR | 489,419 EUR | 99.38% | 99.38% |
15/11/2024 | 0.51% | 97.25 % | 97.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,612 EUR | 489,306 EUR | 99.38% | 99.38% |
14/11/2024 | 0.51% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,633 EUR | 487,816 EUR | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.00 % | 97.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,028 EUR | 488,514 EUR | 99.38% | 99.38% |
12/11/2024 | 0.51% | 97.00 % | 97.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,440 EUR | 490,220 EUR | 99.38% | 99.38% |
11/11/2024 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,046 EUR | 492,523 EUR | 99.38% | 99.38% |
08/11/2024 | 0.51% | 97.40 % | 97.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,622 EUR | 489,311 EUR | 99.38% | 99.38% |
07/11/2024 | 0.51% | 97.25 % | 97.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,020 EUR | 490,010 EUR | 98.78% | 98.78% |