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 | 0.50% | 99.68 % | 100.18 % | 300,000 | 300,000 | 300,000 | 300,000 | 298,807 EUR | 300,307 EUR | 99.39% | 99.39% |
22/11/2024 | 0.50% | 99.43 % | 99.93 % | 300,000 | 300,000 | 300,000 | 300,000 | 298,018 EUR | 299,518 EUR | 99.39% | 99.39% |
20/11/2024 | 0.51% | 98.72 % | 99.22 % | 300,000 | 300,000 | 300,000 | 300,000 | 295,991 EUR | 297,491 EUR | 99.39% | 99.39% |
19/11/2024 | 0.50% | 98.28 % | 98.78 % | 300,000 | 300,000 | 300,000 | 300,000 | 296,736 EUR | 298,236 EUR | 88.75% | 88.75% |
18/11/2024 | 0.50% | 99.72 % | 100.22 % | 300,000 | 300,000 | 300,000 | 300,000 | 299,413 EUR | 300,913 EUR | 99.06% | 99.06% |
15/11/2024 | 0.50% | 99.83 % | 100.33 % | 300,000 | 300,000 | 300,000 | 300,000 | 299,383 EUR | 300,883 EUR | 99.39% | 99.39% |
14/11/2024 | 0.50% | 99.23 % | 99.73 % | 300,000 | 300,000 | 300,000 | 300,000 | 297,626 EUR | 299,126 EUR | 99.39% | 99.39% |
13/11/2024 | 0.51% | 99.02 % | 99.52 % | 300,000 | 300,000 | 300,000 | 300,000 | 296,072 EUR | 297,572 EUR | 99.39% | 99.39% |
12/11/2024 | 0.51% | 98.02 % | 98.52 % | 300,000 | 300,000 | 300,000 | 300,000 | 293,768 EUR | 295,268 EUR | 98.11% | 98.11% |
11/11/2024 | 0.50% | 99.96 % | 100.46 % | 300,000 | 300,000 | 300,000 | 300,000 | 299,978 EUR | 301,478 EUR | 99.39% | 99.39% |