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% | 102.47 % | 103.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,147 EUR | 259,216 EUR | 99.93% | 99.93% |
19/11/2024 | 0.80% | 102.54 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,803 EUR | 258,863 EUR | 99.84% | 99.84% |
18/11/2024 | 0.80% | 103.66 % | 104.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,351 EUR | 261,426 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.60 % | 104.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,883 EUR | 261,973 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 104.97 % | 105.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,689 EUR | 263,789 EUR | 99.93% | 99.93% |
13/11/2024 | 0.80% | 104.40 % | 105.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,264 EUR | 263,364 EUR | 99.93% | 99.93% |
12/11/2024 | 0.80% | 104.44 % | 105.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,612 EUR | 263,712 EUR | 99.97% | 99.97% |
11/11/2024 | 0.80% | 105.21 % | 106.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,387 EUR | 265,511 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 104.85 % | 105.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,589 EUR | 264,691 EUR | 99.84% | 99.84% |
07/11/2024 | 0.80% | 105.35 % | 106.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,476 EUR | 265,600 EUR | 99.99% | 99.99% |