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 | 0.85% | 94.13 % | 94.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,563 EUR | 237,563 EUR | 99.92% | 99.92% |
19/11/2024 | 0.84% | 94.24 % | 95.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,774 EUR | 237,774 EUR | 99.94% | 99.94% |
18/11/2024 | 0.84% | 94.80 % | 95.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,765 EUR | 238,765 EUR | 100.00% | 100.00% |
15/11/2024 | 0.84% | 94.57 % | 95.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,855 EUR | 238,855 EUR | 100.00% | 100.00% |
14/11/2024 | 0.84% | 94.89 % | 95.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,032 EUR | 239,032 EUR | 99.98% | 99.98% |
13/11/2024 | 0.84% | 94.51 % | 95.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,269 EUR | 238,269 EUR | 99.83% | 99.83% |
12/11/2024 | 0.84% | 94.62 % | 95.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,663 EUR | 238,663 EUR | 100.00% | 100.00% |
11/11/2024 | 0.84% | 94.82 % | 95.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,217 EUR | 239,217 EUR | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.62 % | 95.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,942 EUR | 238,942 EUR | 100.00% | 100.00% |
07/11/2024 | 0.84% | 94.65 % | 95.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,956 EUR | 238,956 EUR | 99.99% | 99.99% |