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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/11/2024 | 0.50% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,173 EUR | 496,587 EUR | 98.83% | 98.83% |
18/11/2024 | 0.50% | 98.85 % | 99.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,695 EUR | 496,847 EUR | 98.51% | 98.51% |
15/11/2024 | 0.50% | 98.90 % | 99.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,050 EUR | 497,025 EUR | 98.28% | 98.28% |
14/11/2024 | 0.50% | 98.85 % | 99.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,167 EUR | 496,583 EUR | 98.87% | 98.87% |
13/11/2024 | 0.51% | 98.70 % | 99.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,440 EUR | 496,220 EUR | 98.86% | 98.86% |
12/11/2024 | 0.50% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,290 EUR | 496,645 EUR | 98.91% | 98.91% |
11/11/2024 | 0.50% | 98.85 % | 99.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,010 EUR | 496,505 EUR | 98.89% | 98.89% |
08/11/2024 | 0.51% | 98.75 % | 99.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,538 EUR | 496,269 EUR | 98.89% | 98.89% |
07/11/2024 | 0.50% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,270 EUR | 496,635 EUR | 98.51% | 98.51% |
06/11/2024 | 0.51% | 98.65 % | 99.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,951 EUR | 495,975 EUR | 98.44% | 98.44% |