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 | 1.47% | 33.39 % | 33.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 84,457 EUR | 85,707 EUR | 99.90% | 99.90% |
19/11/2024 | 1.47% | 33.46 % | 33.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 84,348 EUR | 85,598 EUR | 99.68% | 99.68% |
18/11/2024 | 1.44% | 34.40 % | 34.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 86,033 EUR | 87,283 EUR | 99.99% | 99.99% |
15/11/2024 | 1.44% | 34.04 % | 34.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 86,212 EUR | 87,462 EUR | 99.98% | 99.98% |
14/11/2024 | 1.48% | 34.22 % | 34.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 83,986 EUR | 85,236 EUR | 99.95% | 99.95% |
13/11/2024 | 1.49% | 33.34 % | 33.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 83,419 EUR | 84,669 EUR | 99.74% | 99.74% |
12/11/2024 | 1.46% | 33.24 % | 33.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 84,782 EUR | 86,032 EUR | 99.93% | 99.93% |
11/11/2024 | 1.46% | 35.06 % | 35.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 85,191 EUR | 86,441 EUR | 100.00% | 100.00% |
08/11/2024 | 1.44% | 33.78 % | 34.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 86,225 EUR | 87,475 EUR | 99.93% | 99.93% |
07/11/2024 | 1.44% | 35.74 % | 36.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 86,333 EUR | 87,583 EUR | 99.94% | 99.94% |