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% | 78.25 % | 79.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,551 EUR | 198,525 EUR | 99.94% | 99.94% |
19/11/2024 | 1.00% | 78.71 % | 79.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,523 EUR | 197,485 EUR | 99.51% | 99.51% |
18/11/2024 | 0.99% | 80.45 % | 81.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,324 EUR | 202,324 EUR | 100.00% | 100.00% |
15/11/2024 | 0.99% | 80.10 % | 80.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,333 EUR | 203,333 EUR | 100.00% | 100.00% |
14/11/2024 | 0.99% | 80.82 % | 81.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,749 EUR | 202,747 EUR | 99.98% | 99.98% |
13/11/2024 | 1.00% | 78.51 % | 79.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,008 EUR | 198,992 EUR | 99.98% | 99.98% |
12/11/2024 | 1.00% | 79.22 % | 80.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,754 EUR | 201,754 EUR | 100.00% | 100.00% |
11/11/2024 | 0.99% | 81.26 % | 82.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,810 EUR | 203,810 EUR | 100.00% | 100.00% |
08/11/2024 | 0.99% | 79.64 % | 80.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,141 EUR | 202,141 EUR | 99.84% | 99.84% |
07/11/2024 | 0.97% | 82.56 % | 83.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,028 EUR | 208,028 EUR | 99.96% | 99.96% |