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% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,752 EUR | 495,876 EUR | 99.38% | 99.38% |
19/11/2024 | 0.51% | 98.60 % | 99.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,324 EUR | 495,662 EUR | 99.38% | 99.38% |
18/11/2024 | 0.50% | 98.70 % | 99.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,105 EUR | 496,553 EUR | 99.38% | 99.38% |
15/11/2024 | 0.50% | 99.20 % | 99.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,508 EUR | 499,254 EUR | 99.38% | 99.38% |
14/11/2024 | 0.50% | 99.70 % | 100.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,946 EUR | 500,973 EUR | 99.38% | 99.38% |
13/11/2024 | 0.50% | 99.65 % | 100.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,132 EUR | 501,066 EUR | 99.38% | 99.38% |
12/11/2024 | 0.50% | 100.10 % | 100.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,580 EUR | 503,291 EUR | 99.38% | 99.38% |
11/11/2024 | 0.50% | 100.05 % | 100.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,040 EUR | 503,020 EUR | 99.38% | 99.38% |
08/11/2024 | 0.50% | 99.95 % | 100.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,918 EUR | 501,959 EUR | 99.38% | 99.38% |
07/11/2024 | 0.50% | 99.85 % | 100.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,482 EUR | 502,241 EUR | 98.78% | 98.78% |