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 | 0,84% | 96,70 % | 97,50 % | 500 000 | 500 000 | 494 942 | 494 942 | 481 966 EUR | 485 931 EUR | 99,37% | 99,37% |
19/11/2024 | 0,85% | 96,80 % | 97,60 % | 500 000 | 500 000 | 494 969 | 494 969 | 476 708 EUR | 480 673 EUR | 100,00% | 100,00% |
18/11/2024 | 0,84% | 97,20 % | 98,00 % | 500 000 | 500 000 | 494 970 | 494 970 | 481 565 EUR | 485 530 EUR | 100,00% | 100,00% |
15/11/2024 | 1,04% | 98,40 % | 99,40 % | 500 000 | 500 000 | 494 969 | 494 969 | 485 039 EUR | 489 994 EUR | 100,00% | 100,00% |
14/11/2024 | 0,85% | 96,90 % | 97,70 % | 500 000 | 500 000 | 494 924 | 494 924 | 477 888 EUR | 481 852 EUR | 99,10% | 99,10% |
13/11/2024 | 0,84% | 96,50 % | 97,30 % | 500 000 | 500 000 | 494 970 | 494 970 | 480 203 EUR | 484 168 EUR | 100,00% | 100,00% |
12/11/2024 | 0,83% | 97,90 % | 98,70 % | 500 000 | 500 000 | 494 969 | 494 969 | 485 659 EUR | 489 624 EUR | 100,00% | 100,00% |
11/11/2024 | 0,84% | 97,50 % | 98,30 % | 500 000 | 500 000 | 494 971 | 494 971 | 481 109 EUR | 485 074 EUR | 100,00% | 100,00% |
08/11/2024 | 0,84% | 96,80 % | 97,60 % | 500 000 | 500 000 | 494 970 | 494 970 | 480 713 EUR | 484 678 EUR | 100,00% | 100,00% |
07/11/2024 | 0,85% | 96,60 % | 97,40 % | 500 000 | 500 000 | 494 930 | 494 930 | 477 526 EUR | 481 490 EUR | 99,23% | 99,23% |