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 | 0.82% | 96.90 % | 97.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,709 EUR | 244,709 EUR | 99.91% | 99.91% |
19/11/2024 | 0.82% | 97.13 % | 97.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,028 EUR | 244,028 EUR | 99.82% | 99.82% |
18/11/2024 | 0.82% | 97.52 % | 98.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,515 EUR | 245,515 EUR | 100.00% | 100.00% |
15/11/2024 | 0.82% | 97.05 % | 97.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,461 EUR | 244,461 EUR | 100.00% | 100.00% |
14/11/2024 | 0.83% | 96.31 % | 97.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,673 EUR | 242,673 EUR | 100.00% | 100.00% |
13/11/2024 | 0.84% | 95.15 % | 95.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,454 EUR | 240,454 EUR | 100.00% | 100.00% |
12/11/2024 | 0.83% | 95.29 % | 96.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,311 EUR | 242,311 EUR | 100.00% | 100.00% |
11/11/2024 | 0.82% | 96.81 % | 97.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,261 EUR | 244,261 EUR | 100.00% | 100.00% |
08/11/2024 | 0.82% | 97.05 % | 97.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,445 EUR | 244,445 EUR | 100.00% | 100.00% |
07/11/2024 | 0.82% | 97.56 % | 98.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,632 EUR | 245,632 EUR | 99.94% | 99.94% |