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 | 0.97% | 81.77 % | 82.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,769 EUR | 207,769 EUR | 99.89% | 99.89% |
19/11/2024 | 0.98% | 81.44 % | 82.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,083 EUR | 206,083 EUR | 99.34% | 99.34% |
18/11/2024 | 0.96% | 82.88 % | 83.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,522 EUR | 208,522 EUR | 99.97% | 99.97% |
15/11/2024 | 0.96% | 82.76 % | 83.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,373 EUR | 209,373 EUR | 99.99% | 99.99% |
14/11/2024 | 0.96% | 83.10 % | 83.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,456 EUR | 208,456 EUR | 99.98% | 99.98% |
13/11/2024 | 0.97% | 81.75 % | 82.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,547 EUR | 206,547 EUR | 99.77% | 99.77% |
12/11/2024 | 0.96% | 81.38 % | 82.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,305 EUR | 209,305 EUR | 99.99% | 99.99% |
11/11/2024 | 0.94% | 84.41 % | 85.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,931 EUR | 213,931 EUR | 100.00% | 100.00% |
08/11/2024 | 0.94% | 84.37 % | 85.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,672 EUR | 213,672 EUR | 99.98% | 99.98% |
07/11/2024 | 0.92% | 87.54 % | 88.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,547 EUR | 219,547 EUR | 99.95% | 99.95% |