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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.80% | 117.44 % | 118.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 293,471 EUR | 295,822 EUR | 99.60% | 99.60% |
22/11/2024 | 0.80% | 117.11 % | 118.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 291,936 EUR | 294,283 EUR | 99.84% | 99.84% |
20/11/2024 | 0.80% | 116.16 % | 117.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 291,717 EUR | 294,061 EUR | 99.89% | 99.89% |
19/11/2024 | 0.80% | 116.42 % | 117.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 290,863 EUR | 293,195 EUR | 99.73% | 99.73% |
18/11/2024 | 0.80% | 117.23 % | 118.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 292,311 EUR | 294,661 EUR | 99.97% | 99.97% |
15/11/2024 | 0.80% | 116.99 % | 117.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 293,141 EUR | 295,491 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 117.58 % | 118.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 292,807 EUR | 295,157 EUR | 99.98% | 99.98% |
13/11/2024 | 0.80% | 115.80 % | 116.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 289,729 EUR | 292,054 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 116.00 % | 116.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 292,336 EUR | 294,683 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 117.77 % | 118.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 294,537 EUR | 296,911 EUR | 100.00% | 100.00% |