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 | 0.84% | 93.42 % | 94.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,781 EUR | 237,781 EUR | 100.00% | 100.00% |
19/11/2024 | 0.84% | 94.55 % | 95.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,695 EUR | 239,695 EUR | 99.78% | 99.78% |
18/11/2024 | 0.82% | 94.89 % | 95.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,678 EUR | 243,678 EUR | 99.98% | 99.98% |
15/11/2024 | 0.82% | 96.95 % | 97.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,533 EUR | 244,533 EUR | 99.99% | 99.99% |
14/11/2024 | 0.82% | 96.89 % | 97.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,208 EUR | 244,208 EUR | 100.00% | 100.00% |
13/11/2024 | 0.82% | 97.02 % | 97.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,689 EUR | 244,689 EUR | 99.81% | 99.81% |
12/11/2024 | 0.82% | 97.02 % | 97.82 % | 240,000 | 250,000 | 247,155 | 250,000 | 239,384 EUR | 244,146 EUR | 100.00% | 100.00% |
11/11/2024 | 0.82% | 97.13 % | 97.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,920 EUR | 243,920 EUR | 100.00% | 100.00% |
08/11/2024 | 0.83% | 96.46 % | 97.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,294 EUR | 242,294 EUR | 100.00% | 100.00% |
07/11/2024 | 0.83% | 96.25 % | 97.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,319 EUR | 242,319 EUR | 99.89% | 99.89% |