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% | 94.85 % | 95.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 950,817 EUR | 477,909 EUR | 97.41% | 97.41% |
19/11/2024 | 0.53% | 95.05 % | 95.55 % | 1,000,000 | 500,000 | 999,992 | 500,000 | 948,996 EUR | 477,002 EUR | 99.38% | 99.38% |
18/11/2024 | 0.52% | 95.80 % | 96.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 953,805 EUR | 479,402 EUR | 99.37% | 99.37% |
15/11/2024 | 0.52% | 95.35 % | 95.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,021 EUR | 478,510 EUR | 99.37% | 99.37% |
14/11/2024 | 0.53% | 94.80 % | 95.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,871 EUR | 475,436 EUR | 99.38% | 99.38% |
13/11/2024 | 0.54% | 93.05 % | 93.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 931,463 EUR | 468,232 EUR | 99.37% | 99.37% |
12/11/2024 | 0.53% | 92.85 % | 93.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 940,138 EUR | 472,569 EUR | 99.38% | 99.38% |
11/11/2024 | 0.53% | 94.65 % | 95.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 948,748 EUR | 476,874 EUR | 99.38% | 99.38% |
08/11/2024 | 0.53% | 94.30 % | 94.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 949,695 EUR | 477,347 EUR | 99.37% | 99.37% |
07/11/2024 | 0.52% | 95.70 % | 96.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,186 EUR | 480,593 EUR | 96.63% | 96.63% |