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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,33% | 97,30 % | 97,61 % | 500 000 | 500 000 | 494 967 | 494 967 | 478 800 EUR | 480 337 EUR | 99,90% | 99,90% |
20/11/2024 | 0,33% | 97,20 % | 97,51 % | 500 000 | 500 000 | 494 974 | 494 974 | 481 842 EUR | 483 378 EUR | 100,00% | 100,00% |
19/11/2024 | 0,33% | 96,80 % | 97,11 % | 500 000 | 500 000 | 494 969 | 494 969 | 479 191 EUR | 480 728 EUR | 100,00% | 100,00% |
18/11/2024 | 0,33% | 97,20 % | 97,51 % | 500 000 | 500 000 | 494 969 | 494 969 | 480 569 EUR | 482 106 EUR | 100,00% | 100,00% |
15/11/2024 | 0,52% | 97,40 % | 97,90 % | 500 000 | 500 000 | 494 969 | 494 969 | 484 072 EUR | 486 550 EUR | 100,00% | 100,00% |
14/11/2024 | 0,33% | 98,20 % | 98,51 % | 500 000 | 500 000 | 494 924 | 494 924 | 485 243 EUR | 486 780 EUR | 99,10% | 99,10% |
13/11/2024 | 0,33% | 97,70 % | 98,01 % | 500 000 | 500 000 | 494 970 | 494 970 | 484 080 EUR | 485 617 EUR | 100,00% | 100,00% |
12/11/2024 | 0,33% | 97,80 % | 98,11 % | 500 000 | 500 000 | 494 970 | 494 970 | 485 966 EUR | 487 503 EUR | 100,00% | 100,00% |
11/11/2024 | 0,32% | 99,20 % | 99,51 % | 500 000 | 500 000 | 494 969 | 494 969 | 490 648 EUR | 492 185 EUR | 100,00% | 100,00% |
08/11/2024 | 0,33% | 97,90 % | 98,21 % | 500 000 | 500 000 | 494 968 | 494 968 | 486 249 EUR | 487 786 EUR | 100,00% | 100,00% |