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 | 0.85% | 94.03 % | 94.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,721 EUR | 235,721 EUR | 100.00% | 100.00% |
19/11/2024 | 0.87% | 92.06 % | 92.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,541 EUR | 231,541 EUR | 99.25% | 99.25% |
18/11/2024 | 0.86% | 93.88 % | 94.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,291 EUR | 234,291 EUR | 99.99% | 99.99% |
15/11/2024 | 0.86% | 92.22 % | 93.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,922 EUR | 232,922 EUR | 100.00% | 100.00% |
14/11/2024 | 0.87% | 92.70 % | 93.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,088 EUR | 231,088 EUR | 100.00% | 100.00% |
13/11/2024 | 0.87% | 90.40 % | 91.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,806 EUR | 231,806 EUR | 99.98% | 99.98% |
12/11/2024 | 0.85% | 93.07 % | 93.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,508 EUR | 237,508 EUR | 99.95% | 99.95% |
11/11/2024 | 0.84% | 95.71 % | 96.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,559 EUR | 239,559 EUR | 100.00% | 100.00% |
08/11/2024 | 0.84% | 93.98 % | 94.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,767 EUR | 238,767 EUR | 99.78% | 99.78% |
07/11/2024 | 0.83% | 95.81 % | 96.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,664 EUR | 241,664 EUR | 99.91% | 99.91% |