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% | 97.30 % | 97.80 % | 1,000,000 | 500,000 | 1,000,000 | 499,789 | 972,893 EUR | 488,740 EUR | 99.38% | 99.38% |
19/11/2024 | 0.51% | 97.20 % | 97.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,150 EUR | 488,575 EUR | 99.38% | 99.38% |
18/11/2024 | 0.51% | 97.80 % | 98.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,575 EUR | 491,288 EUR | 99.38% | 99.38% |
15/11/2024 | 0.51% | 97.70 % | 98.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,785 EUR | 491,392 EUR | 99.38% | 99.38% |
14/11/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,809 EUR | 490,405 EUR | 99.38% | 99.38% |
13/11/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,380 EUR | 491,190 EUR | 99.38% | 99.38% |
12/11/2024 | 0.51% | 97.50 % | 98.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,414 EUR | 492,207 EUR | 99.38% | 99.38% |
11/11/2024 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,590 EUR | 493,795 EUR | 99.38% | 99.38% |
08/11/2024 | 0.51% | 97.80 % | 98.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,244 EUR | 491,622 EUR | 99.38% | 99.38% |
07/11/2024 | 0.51% | 97.65 % | 98.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,706 EUR | 491,853 EUR | 98.78% | 98.78% |