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 | 0.95% | 82.70 % | 83.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,008 EUR | 211,008 EUR | 99.97% | 99.97% |
19/11/2024 | 0.95% | 83.58 % | 84.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,954 EUR | 210,954 EUR | 99.83% | 99.83% |
18/11/2024 | 0.93% | 85.05 % | 85.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,434 EUR | 215,434 EUR | 99.96% | 99.96% |
15/11/2024 | 0.94% | 85.05 % | 85.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,420 EUR | 214,420 EUR | 99.91% | 99.91% |
14/11/2024 | 0.96% | 83.93 % | 84.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,843 EUR | 209,843 EUR | 99.91% | 99.91% |
13/11/2024 | 0.97% | 81.74 % | 82.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,169 EUR | 207,169 EUR | 99.66% | 99.66% |
12/11/2024 | 0.95% | 82.86 % | 83.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,414 EUR | 212,414 EUR | 100.00% | 100.00% |
11/11/2024 | 0.95% | 84.45 % | 85.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,914 EUR | 211,914 EUR | 99.91% | 99.91% |
08/11/2024 | 0.95% | 83.01 % | 83.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,018 EUR | 211,018 EUR | 99.82% | 99.82% |
07/11/2024 | 0.93% | 85.95 % | 86.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,368 EUR | 215,368 EUR | 99.99% | 99.99% |