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 | 0.81% | 98.31 % | 99.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,152 EUR | 248,152 EUR | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.32 % | 99.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,823 EUR | 247,823 EUR | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.65 % | 99.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,800 EUR | 248,800 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.64 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,074 EUR | 249,074 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,852 EUR | 249,852 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,590 EUR | 249,590 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.09 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,719 EUR | 249,719 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,234 EUR | 250,234 EUR | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,438 EUR | 249,438 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,580 EUR | 249,580 EUR | 100.00% | 100.00% |