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% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,050 EUR | 252,050 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,749 EUR | 252,770 EUR | 99.94% | 99.94% |
18/11/2024 | 0.80% | 100.15 % | 100.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,572 EUR | 251,572 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.95 % | 100.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,017 EUR | 253,039 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,573 EUR | 253,598 EUR | 99.98% | 99.98% |
13/11/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,654 EUR | 251,655 EUR | 99.94% | 99.94% |
12/11/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,561 EUR | 253,585 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,152 EUR | 252,158 EUR | 99.93% | 99.93% |
08/11/2024 | 0.81% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,332 EUR | 249,332 EUR | 100.00% | 100.00% |
07/11/2024 | 0.81% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,706 EUR | 248,706 EUR | 99.85% | 99.85% |