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 | 2.32% | 0.81 % | 0.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 2,128 EUR | 2,178 EUR | 100.00% | 100.00% |
19/11/2024 | 2.41% | 0.83 % | 0.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 2,053 EUR | 2,103 EUR | 99.99% | 99.99% |
18/11/2024 | 2.50% | 0.80 % | 0.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 1,977 EUR | 2,027 EUR | 100.00% | 100.00% |
15/11/2024 | 2.03% | 0.78 % | 0.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 1,869 EUR | 1,908 EUR | 100.00% | 100.00% |
14/11/2024 | 2.35% | 0.81 % | 0.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 2,101 EUR | 2,151 EUR | 100.00% | 100.00% |
13/11/2024 | 2.28% | 0.87 % | 0.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 2,165 EUR | 2,215 EUR | 100.00% | 100.00% |
12/11/2024 | 2.16% | 0.87 % | 0.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 2,292 EUR | 2,342 EUR | 100.00% | 100.00% |
11/11/2024 | 1.93% | 1.00 % | 1.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 2,566 EUR | 2,616 EUR | 100.00% | 100.00% |
08/11/2024 | 2.30% | 1.00 % | 1.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 2,154 EUR | 2,204 EUR | 100.00% | 100.00% |
07/11/2024 | 2.32% | 0.86 % | 0.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 2,132 EUR | 2,182 EUR | 100.00% | 100.00% |