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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,51% | 98,55 % | 99,05 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 982 631 EUR | 493 815 EUR | 99,38% | 99,38% |
22/11/2024 | 0,51% | 97,80 % | 98,30 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 974 986 EUR | 489 993 EUR | 99,38% | 99,38% |
20/11/2024 | 0,51% | 97,50 % | 98,00 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 978 264 EUR | 491 632 EUR | 99,38% | 99,38% |
19/11/2024 | 0,51% | 97,70 % | 98,20 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 977 204 EUR | 491 102 EUR | 99,38% | 99,38% |
18/11/2024 | 0,50% | 99,00 % | 99,50 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 991 904 EUR | 498 452 EUR | 99,38% | 99,38% |
15/11/2024 | 0,50% | 99,55 % | 100,05 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 995 942 EUR | 500 471 EUR | 99,38% | 99,38% |
14/11/2024 | 0,50% | 99,65 % | 100,15 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 999 000 EUR | 502 000 EUR | 99,38% | 99,38% |
13/11/2024 | 0,51% | 98,35 % | 98,85 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 983 800 EUR | 494 400 EUR | 99,38% | 99,38% |
12/11/2024 | 0,50% | 98,30 % | 98,80 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 990 606 EUR | 497 803 EUR | 99,38% | 99,38% |
11/11/2024 | 0,50% | 99,65 % | 100,15 % | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 997 265 EUR | 501 133 EUR | 99,38% | 99,38% |