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% | 98.25 % | 98.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,166 EUR | 496,083 EUR | 99.38% | 99.38% |
19/11/2024 | 0.50% | 98.70 % | 99.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,099 EUR | 496,549 EUR | 99.38% | 99.38% |
18/11/2024 | 0.51% | 98.90 % | 99.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,980 EUR | 495,990 EUR | 99.38% | 99.38% |
15/11/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,777 EUR | 501,888 EUR | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.70 % | 101.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,050 EUR | 505,023 EUR | 99.38% | 99.38% |