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% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,715 EUR | 486,358 EUR | 99.38% | 99.38% |
19/11/2024 | 0.52% | 96.80 % | 97.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,279 EUR | 485,640 EUR | 99.38% | 99.38% |
18/11/2024 | 0.51% | 97.40 % | 97.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 971,329 EUR | 488,165 EUR | 99.38% | 99.38% |
15/11/2024 | 0.51% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,104 EUR | 488,552 EUR | 99.38% | 99.38% |
14/11/2024 | 0.52% | 97.00 % | 97.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 964,532 EUR | 484,766 EUR | 99.38% | 99.38% |
13/11/2024 | 0.52% | 95.75 % | 96.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,312 EUR | 483,156 EUR | 99.38% | 99.38% |
12/11/2024 | 0.51% | 96.70 % | 97.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,924 EUR | 489,462 EUR | 99.38% | 99.38% |
11/11/2024 | 0.51% | 97.75 % | 98.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,352 EUR | 491,176 EUR | 99.38% | 99.38% |
08/11/2024 | 0.51% | 97.50 % | 98.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,820 EUR | 489,910 EUR | 99.38% | 99.38% |
07/11/2024 | 0.51% | 97.40 % | 97.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,056 EUR | 489,028 EUR | 98.78% | 98.78% |