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 | 0.88% | 89.58 % | 90.38 % | 250,000 | 1,000 | 250,000 | 1,000 | 226,412 EUR | 914 EUR | 99.95% | 99.95% |
19/11/2024 | 0.89% | 89.02 % | 89.82 % | 250,000 | 1,000 | 250,000 | 1,000 | 223,258 EUR | 901 EUR | 99.29% | 99.29% |
18/11/2024 | 0.87% | 91.73 % | 92.53 % | 250,000 | 1,000 | 250,000 | 1,000 | 227,949 EUR | 920 EUR | 99.99% | 99.99% |
15/11/2024 | 0.87% | 91.31 % | 92.11 % | 250,000 | 1,000 | 250,000 | 1,000 | 228,979 EUR | 924 EUR | 100.00% | 100.00% |
14/11/2024 | 0.88% | 91.01 % | 91.81 % | 250,000 | 1,000 | 250,000 | 1,000 | 225,097 EUR | 908 EUR | 99.97% | 99.97% |
13/11/2024 | 0.90% | 88.54 % | 89.34 % | 250,000 | 1,000 | 250,000 | 1,000 | 221,318 EUR | 893 EUR | 99.92% | 99.92% |
12/11/2024 | 0.88% | 87.46 % | 88.26 % | 250,000 | 1,000 | 250,000 | 1,000 | 225,715 EUR | 911 EUR | 99.96% | 99.96% |
11/11/2024 | 0.84% | 93.61 % | 94.41 % | 250,000 | 1,000 | 250,000 | 1,000 | 235,789 EUR | 951 EUR | 100.00% | 100.00% |
08/11/2024 | 0.85% | 93.31 % | 94.11 % | 250,000 | 1,000 | 250,000 | 1,000 | 235,054 EUR | 948 EUR | 99.90% | 99.90% |
07/11/2024 | 0.82% | 98.16 % | 98.96 % | 250,000 | 1,000 | 250,000 | 1,000 | 242,039 EUR | 976 EUR | 99.91% | 99.91% |