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 | 0,63% | 97,10 % | 97,70 % | 500 000 | 500 000 | 494 972 | 494 972 | 480 595 EUR | 483 569 EUR | 100,00% | 100,00% |
19/11/2024 | 0,98% | 97,40 % | 98,00 % | 500 000 | 500 000 | 441 069 | 441 069 | 428 777 EUR | 432 289 EUR | 99,31% | 99,31% |
18/11/2024 | 0,63% | 97,60 % | 98,20 % | 500 000 | 500 000 | 494 970 | 494 970 | 483 371 EUR | 486 345 EUR | 100,00% | 100,00% |
15/11/2024 | 0,83% | 97,80 % | 98,60 % | 500 000 | 500 000 | 494 969 | 494 969 | 484 273 EUR | 488 237 EUR | 100,00% | 100,00% |
14/11/2024 | 0,63% | 98,60 % | 99,20 % | 500 000 | 500 000 | 494 927 | 494 927 | 485 911 EUR | 488 884 EUR | 99,10% | 99,10% |
13/11/2024 | 0,78% | 97,20 % | 97,80 % | 500 000 | 500 000 | 429 260 | 429 260 | 417 882 EUR | 420 534 EUR | 100,00% | 100,00% |
12/11/2024 | 1,04% | 98,10 % | 98,70 % | 500 000 | 500 000 | 364 116 | 364 116 | 357 667 EUR | 360 905 EUR | 98,38% | 98,38% |
11/11/2024 | 0,63% | 97,30 % | 97,90 % | 500 000 | 500 000 | 494 937 | 494 937 | 481 922 EUR | 484 896 EUR | 99,36% | 99,36% |
08/11/2024 | 0,64% | 96,30 % | 96,90 % | 500 000 | 500 000 | 494 970 | 494 970 | 476 621 EUR | 479 595 EUR | 100,00% | 100,00% |
07/11/2024 | 0,64% | 96,30 % | 96,90 % | 500 000 | 500 000 | 494 931 | 494 931 | 477 438 EUR | 480 412 EUR | 99,24% | 99,24% |