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 | 0.51% | 97.25 % | 97.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,473 EUR | 489,236 EUR | 97.19% | 97.19% |
19/11/2024 | 0.51% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,896 EUR | 489,448 EUR | 98.25% | 98.25% |
18/11/2024 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,193 EUR | 494,097 EUR | 99.37% | 99.37% |
15/11/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,034 EUR | 494,517 EUR | 99.37% | 99.37% |
14/11/2024 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,031 EUR | 492,515 EUR | 99.37% | 99.37% |
13/11/2024 | 0.51% | 97.65 % | 98.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,399 EUR | 492,700 EUR | 99.38% | 99.38% |
12/11/2024 | 0.51% | 97.95 % | 98.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,365 EUR | 495,683 EUR | 99.38% | 99.38% |
11/11/2024 | 0.50% | 99.25 % | 99.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,530 EUR | 498,265 EUR | 99.38% | 99.38% |
08/11/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,524 EUR | 494,762 EUR | 99.38% | 99.38% |
07/11/2024 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 499,992 | 986,009 EUR | 495,497 EUR | 98.97% | 98.97% |