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 | 0.80% | 150.43 % | 151.64 % | 250,000 | 1,000 | 250,000 | 1,000 | 382,400 EUR | 1,542 EUR | 99.70% | 99.70% |
19/11/2024 | 0.80% | 153.21 % | 154.44 % | 250,000 | 1,000 | 250,000 | 1,000 | 383,467 EUR | 1,546 EUR | 87.47% | 87.47% |
18/11/2024 | 0.80% | 157.11 % | 158.37 % | 250,000 | 1,000 | 250,000 | 1,000 | 391,803 EUR | 1,580 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 155.58 % | 156.83 % | 250,000 | 1,000 | 250,000 | 1,000 | 388,374 EUR | 1,566 EUR | 99.93% | 99.93% |
14/11/2024 | 0.80% | 153.00 % | 154.23 % | 250,000 | 1,000 | 250,000 | 1,000 | 381,743 EUR | 1,539 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 149.96 % | 151.16 % | 250,000 | 1,000 | 250,000 | 1,000 | 378,215 EUR | 1,525 EUR | 99.82% | 99.82% |
12/11/2024 | 0.80% | 150.10 % | 151.31 % | 250,000 | 1,000 | 250,000 | 1,000 | 382,101 EUR | 1,541 EUR | 99.97% | 99.97% |
11/11/2024 | 0.80% | 155.00 % | 156.24 % | 250,000 | 1,000 | 250,000 | 1,000 | 386,290 EUR | 1,558 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 150.71 % | 151.92 % | 250,000 | 1,000 | 250,000 | 1,000 | 375,851 EUR | 1,515 EUR | 99.86% | 99.86% |
07/11/2024 | 0.80% | 149.67 % | 150.87 % | 250,000 | 1,000 | 250,000 | 1,000 | 379,771 EUR | 1,531 EUR | 99.99% | 99.99% |