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% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,276 EUR | 499,138 EUR | 92.49% | 92.49% |
19/11/2024 | 0.50% | 99.30 % | 99.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,038 EUR | 499,019 EUR | 98.44% | 98.44% |
18/11/2024 | 0.50% | 99.25 % | 99.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,265 EUR | 498,632 EUR | 98.87% | 98.87% |
15/11/2024 | 0.50% | 99.20 % | 99.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,846 EUR | 498,423 EUR | 98.32% | 98.32% |
14/11/2024 | 0.50% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,633 EUR | 497,317 EUR | 98.38% | 98.38% |
13/11/2024 | 0.50% | 99.25 % | 99.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,980 EUR | 498,990 EUR | 98.90% | 98.90% |
12/11/2024 | 0.50% | 99.30 % | 99.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,703 EUR | 498,852 EUR | 98.38% | 98.38% |
11/11/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,289 EUR | 498,144 EUR | 98.73% | 98.73% |
08/11/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,145 EUR | 498,072 EUR | 98.89% | 98.89% |
07/11/2024 | 0.50% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,508 EUR | 497,754 EUR | 98.46% | 98.46% |