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 | 0.50% | 99.05 % | 99.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,506 EUR | 498,753 EUR | 99.38% | 99.38% |
19/11/2024 | 0.50% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,426 EUR | 497,213 EUR | 99.38% | 99.38% |
18/11/2024 | 0.50% | 99.65 % | 100.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,890 EUR | 500,445 EUR | 99.38% | 99.38% |
15/11/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,162 EUR | 497,581 EUR | 99.38% | 99.38% |
14/11/2024 | 0.50% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,836 EUR | 496,418 EUR | 99.38% | 99.38% |
13/11/2024 | 0.50% | 98.35 % | 98.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,338 EUR | 496,669 EUR | 99.38% | 99.38% |
12/11/2024 | 0.50% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,414 EUR | 499,707 EUR | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.80 % | 100.30 % | 1,000,000 | 500,000 | 1,000,000 | 499,957 | 993,761 EUR | 499,338 EUR | 99.38% | 99.38% |
08/11/2024 | 0.50% | 98.75 % | 99.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,536 EUR | 496,768 EUR | 99.38% | 99.38% |
07/11/2024 | 0.50% | 99.30 % | 99.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,657 EUR | 499,828 EUR | 98.78% | 98.78% |