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 | 1.00% | 77.73 % | 78.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,080 EUR | 199,059 EUR | 90.73% | 90.73% |
19/11/2024 | 1.00% | 75.82 % | 76.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 187,485 EUR | 189,368 EUR | 99.92% | 99.92% |
18/11/2024 | 1.00% | 77.56 % | 78.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,842 EUR | 195,788 EUR | 97.17% | 97.17% |
15/11/2024 | 1.00% | 75.03 % | 75.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 188,180 EUR | 190,071 EUR | 99.98% | 99.98% |
14/11/2024 | 1.00% | 75.46 % | 76.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,733 EUR | 187,601 EUR | 100.00% | 100.00% |
13/11/2024 | 1.00% | 73.38 % | 74.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,618 EUR | 186,474 EUR | 99.93% | 99.93% |
12/11/2024 | 1.00% | 72.54 % | 73.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,357 EUR | 192,270 EUR | 100.00% | 100.00% |
11/11/2024 | 0.94% | 83.24 % | 84.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,679 EUR | 214,679 EUR | 100.00% | 100.00% |
08/11/2024 | 0.94% | 84.03 % | 84.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,793 EUR | 212,793 EUR | 99.96% | 99.96% |
07/11/2024 | 0.96% | 85.47 % | 86.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,651 EUR | 208,651 EUR | 100.00% | 100.00% |