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% | 110.98 % | 111.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 278,530 EUR | 280,773 EUR | 99.98% | 99.98% |
19/11/2024 | 0.80% | 111.23 % | 112.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,664 EUR | 279,890 EUR | 99.84% | 99.84% |
18/11/2024 | 0.80% | 111.76 % | 112.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 278,818 EUR | 281,065 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 111.77 % | 112.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,953 EUR | 282,203 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 112.16 % | 113.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,637 EUR | 281,886 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 111.00 % | 111.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,602 EUR | 279,827 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 111.19 % | 112.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,380 EUR | 281,627 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 112.31 % | 113.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,736 EUR | 282,986 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 111.61 % | 112.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,443 EUR | 281,693 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 112.16 % | 113.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,049 EUR | 282,299 EUR | 99.91% | 99.91% |