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 | 0,49% | 101,80 % | 102,30 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 018 000 EUR | 511 502 EUR | 96,65% | 96,65% |
19/11/2024 | 0,49% | 101,80 % | 102,30 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 012 700 EUR | 508 851 EUR | 82,22% | 82,22% |
18/11/2024 | 0,50% | 99,35 % | 99,85 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 990 666 EUR | 497 833 EUR | 98,70% | 98,70% |
15/11/2024 | 0,51% | 98,50 % | 99,00 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 984 643 EUR | 494 822 EUR | 98,93% | 98,93% |
14/11/2024 | 0,51% | 97,60 % | 98,10 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 974 016 EUR | 489 508 EUR | 98,94% | 98,94% |
13/11/2024 | 0,51% | 97,85 % | 98,35 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 979 986 EUR | 492 493 EUR | 98,87% | 98,87% |
12/11/2024 | 0,51% | 97,80 % | 98,30 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 980 332 EUR | 492 666 EUR | 98,95% | 98,95% |
11/11/2024 | 0,51% | 98,05 % | 98,55 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 982 257 EUR | 493 628 EUR | 98,89% | 98,89% |
08/11/2024 | 0,51% | 98,35 % | 98,85 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 984 305 EUR | 494 653 EUR | 98,92% | 98,92% |
07/11/2024 | 0,50% | 99,10 % | 99,60 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 992 636 EUR | 498 818 EUR | 96,16% | 96,16% |