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 | 0.41% | 12.50 EUR | 12.55 EUR | 50,000 | 24,000 | 49,531 | 23,802 | 612,300 EUR | 295,433 EUR | 100.00% | 100.00% |
20/11/2024 | 0.41% | 12.20 EUR | 12.25 EUR | 50,000 | 24,000 | 49,531 | 23,802 | 612,554 EUR | 295,556 EUR | 100.00% | 100.00% |
19/11/2024 | 0.41% | 12.25 EUR | 12.30 EUR | 50,000 | 24,000 | 49,529 | 23,801 | 605,138 EUR | 291,990 EUR | 99.30% | 99.30% |
18/11/2024 | 0.41% | 12.50 EUR | 12.55 EUR | 50,000 | 24,000 | 49,532 | 23,802 | 615,751 EUR | 297,087 EUR | 100.00% | 100.00% |
15/11/2024 | 0.40% | 12.50 EUR | 12.55 EUR | 50,000 | 24,000 | 50,000 | 24,000 | 630,279 EUR | 303,734 EUR | 74.38% | 74.38% |
14/11/2024 | 0.40% | 12.70 EUR | 12.75 EUR | 50,000 | 24,000 | 49,532 | 23,802 | 623,636 EUR | 300,867 EUR | 100.00% | 100.00% |
13/11/2024 | 0.41% | 12.20 EUR | 12.25 EUR | 50,000 | 24,000 | 49,526 | 23,800 | 605,281 EUR | 292,060 EUR | 98.94% | 98.94% |
12/11/2024 | 0.40% | 12.25 EUR | 12.30 EUR | 50,000 | 24,000 | 49,534 | 23,802 | 621,687 EUR | 299,918 EUR | 100.00% | 100.00% |
11/11/2024 | 0.39% | 12.85 EUR | 12.90 EUR | 50,000 | 24,000 | 49,531 | 23,802 | 636,388 EUR | 307,009 EUR | 100.00% | 100.00% |
08/11/2024 | 0.40% | 12.55 EUR | 12.60 EUR | 50,000 | 24,000 | 49,534 | 23,803 | 625,416 EUR | 301,733 EUR | 100.00% | 100.00% |