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% | 95.70 % | 96.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,039 EUR | 483,020 EUR | 99.38% | 99.38% |
19/11/2024 | 0.52% | 95.95 % | 96.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,531 EUR | 481,765 EUR | 99.38% | 99.38% |
18/11/2024 | 0.52% | 96.65 % | 97.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,094 EUR | 486,047 EUR | 99.38% | 99.38% |
15/11/2024 | 0.52% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,289 EUR | 486,145 EUR | 99.38% | 99.38% |
14/11/2024 | 0.52% | 96.20 % | 96.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,630 EUR | 482,815 EUR | 99.38% | 99.38% |
13/11/2024 | 0.52% | 95.85 % | 96.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,985 EUR | 483,493 EUR | 99.38% | 99.38% |
12/11/2024 | 0.52% | 95.95 % | 96.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,010 EUR | 486,005 EUR | 99.38% | 99.38% |
11/11/2024 | 0.51% | 97.45 % | 97.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,122 EUR | 491,061 EUR | 99.38% | 99.38% |
08/11/2024 | 0.51% | 97.20 % | 97.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,683 EUR | 488,842 EUR | 99.38% | 99.38% |
07/11/2024 | 0.51% | 98.00 % | 98.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,693 EUR | 491,846 EUR | 98.78% | 98.78% |