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 | 1.99% | 10.54 % | 10.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 26,159 EUR | 26,685 EUR | 100.00% | 100.00% |
19/11/2024 | 2.00% | 10.69 % | 10.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 26,601 EUR | 27,139 EUR | 99.84% | 99.84% |
18/11/2024 | 2.00% | 10.73 % | 10.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 25,485 EUR | 26,001 EUR | 100.00% | 100.00% |
15/11/2024 | 2.01% | 10.23 % | 10.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 26,619 EUR | 27,158 EUR | 99.99% | 99.99% |
14/11/2024 | 1.99% | 10.13 % | 10.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 26,177 EUR | 26,702 EUR | 99.97% | 99.97% |
13/11/2024 | 1.99% | 10.98 % | 11.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 26,598 EUR | 27,134 EUR | 99.88% | 99.88% |
12/11/2024 | 2.00% | 10.09 % | 10.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 26,808 EUR | 27,348 EUR | 99.99% | 99.99% |
11/11/2024 | 2.00% | 10.92 % | 11.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 28,178 EUR | 28,747 EUR | 100.00% | 100.00% |
08/11/2024 | 1.99% | 10.95 % | 11.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 27,329 EUR | 27,878 EUR | 100.00% | 100.00% |
07/11/2024 | 1.99% | 10.90 % | 11.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 27,432 EUR | 27,982 EUR | 99.96% | 99.96% |