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% | 120.82 % | 121.79 % | 250,000 | 1,000 | 250,000 | 1,000 | 300,542 EUR | 1,212 EUR | 99.93% | 99.93% |
19/11/2024 | 0.80% | 119.15 % | 120.11 % | 250,000 | 1,000 | 250,000 | 1,000 | 294,030 EUR | 1,186 EUR | 99.07% | 99.07% |
18/11/2024 | 0.80% | 111.78 % | 112.68 % | 250,000 | 1,000 | 250,000 | 1,000 | 274,214 EUR | 1,106 EUR | 99.95% | 99.95% |
15/11/2024 | 0.80% | 107.45 % | 108.31 % | 250,000 | 1,000 | 250,000 | 1,000 | 265,268 EUR | 1,070 EUR | 99.98% | 99.98% |
14/11/2024 | 0.80% | 103.76 % | 104.59 % | 250,000 | 1,000 | 250,000 | 1,000 | 250,793 EUR | 1,011 EUR | 99.93% | 99.93% |
13/11/2024 | 0.81% | 96.96 % | 97.76 % | 250,000 | 1,000 | 250,000 | 1,000 | 245,595 EUR | 990 EUR | 98.88% | 98.88% |
12/11/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 1,000 | 250,000 | 1,000 | 253,461 EUR | 1,022 EUR | 99.00% | 99.00% |
11/11/2024 | 0.80% | 105.86 % | 106.71 % | 250,000 | 1,000 | 250,000 | 1,000 | 265,694 EUR | 1,071 EUR | 98.98% | 98.98% |
08/11/2024 | 0.80% | 103.95 % | 104.78 % | 250,000 | 1,000 | 250,000 | 1,000 | 250,932 EUR | 1,012 EUR | 70.45% | 70.45% |
07/11/2024 | 0.86% | 96.78 % | 97.58 % | 250,000 | 1,000 | 250,000 | 1,000 | 230,609 EUR | 930 EUR | 43.18% | 43.18% |