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 | 0,59% | 83,35 % | 83,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 822 EUR | 426 322 EUR | 99,95% | 99,95% |
19/11/2024 | 0,59% | 85,39 % | 85,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 851 EUR | 428 351 EUR | 89,36% | 89,36% |
18/11/2024 | 0,58% | 85,57 % | 86,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 684 EUR | 430 184 EUR | 99,66% | 99,66% |
15/11/2024 | 0,56% | 89,37 % | 89,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 298 EUR | 450 798 EUR | 100,00% | 100,00% |
14/11/2024 | 0,56% | 90,14 % | 90,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 469 EUR | 447 969 EUR | 93,42% | 93,42% |
13/11/2024 | 0,55% | 89,43 % | 89,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 693 EUR | 455 193 EUR | 93,18% | 93,18% |
12/11/2024 | 0,54% | 92,42 % | 92,92 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 149 EUR | 467 649 EUR | 6,05% | 6,05% |
11/11/2024 | 0,50% | 99,78 % | 100,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 118 EUR | 501 618 EUR | 100,00% | 100,00% |
08/11/2024 | 0,50% | 99,02 % | 99,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 410 EUR | 498 910 EUR | 99,82% | 99,82% |
07/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 479 EUR | 500 979 EUR | 99,88% | 99,88% |