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% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,122 EUR | 495,061 EUR | 90.99% | 90.99% |
19/11/2024 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,687 EUR | 494,343 EUR | 99.38% | 99.38% |
18/11/2024 | 0.51% | 98.45 % | 98.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,071 EUR | 495,036 EUR | 99.37% | 99.37% |
15/11/2024 | 0.51% | 98.60 % | 99.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,278 EUR | 495,639 EUR | 99.37% | 99.37% |
14/11/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,407 EUR | 494,704 EUR | 99.37% | 99.37% |
13/11/2024 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,304 EUR | 493,652 EUR | 99.37% | 99.37% |
12/11/2024 | 0.51% | 98.05 % | 98.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,508 EUR | 494,754 EUR | 99.38% | 99.38% |
11/11/2024 | 0.50% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,366 EUR | 496,683 EUR | 99.38% | 99.38% |
08/11/2024 | 0.50% | 98.60 % | 99.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,679 EUR | 496,339 EUR | 99.38% | 99.38% |
07/11/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,178 EUR | 497,589 EUR | 98.96% | 98.96% |