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 | 0.75% | 83.78 % | 84.41 % | 238,000 | 236,000 | 236,822 | 235,029 | 199,586 EUR | 199,561 EUR | 99.95% | 99.95% |
19/11/2024 | 0.75% | 84.56 % | 85.19 % | 236,000 | 234,000 | 236,264 | 234,518 | 199,554 EUR | 199,563 EUR | 99.97% | 99.97% |
18/11/2024 | 0.75% | 85.19 % | 85.83 % | 234,000 | 233,000 | 234,635 | 232,882 | 199,541 EUR | 199,545 EUR | 99.99% | 99.99% |
15/11/2024 | 0.75% | 85.82 % | 86.47 % | 233,000 | 231,000 | 231,347 | 229,652 | 199,523 EUR | 199,554 EUR | 99.98% | 99.98% |
14/11/2024 | 0.75% | 86.14 % | 86.79 % | 232,000 | 230,000 | 235,154 | 233,357 | 199,622 EUR | 199,594 EUR | 99.99% | 99.99% |
13/11/2024 | 0.74% | 83.94 % | 84.57 % | 238,000 | 236,000 | 236,818 | 235,110 | 199,582 EUR | 199,625 EUR | 99.97% | 99.97% |
12/11/2024 | 0.74% | 83.81 % | 84.44 % | 238,000 | 236,000 | 235,951 | 234,212 | 199,577 EUR | 199,586 EUR | 99.97% | 99.97% |
11/11/2024 | 0.76% | 85.12 % | 85.76 % | 234,000 | 233,000 | 233,558 | 231,877 | 199,574 EUR | 199,642 EUR | 99.99% | 99.99% |
08/11/2024 | 0.74% | 84.41 % | 85.04 % | 236,000 | 235,000 | 236,073 | 234,366 | 199,554 EUR | 199,587 EUR | 99.98% | 99.98% |
07/11/2024 | 0.75% | 84.54 % | 85.17 % | 236,000 | 234,000 | 234,020 | 232,298 | 199,558 EUR | 199,585 EUR | 99.91% | 99.91% |