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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.98% | 25.79 % | 26.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 62,566 EUR | 63,816 EUR | 99.97% | 99.97% |
20/11/2024 | 2.00% | 23.97 % | 24.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 60,409 EUR | 61,630 EUR | 99.95% | 99.95% |
19/11/2024 | 2.01% | 23.86 % | 24.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 60,092 EUR | 61,310 EUR | 99.91% | 99.91% |
18/11/2024 | 2.00% | 24.51 % | 25.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 60,871 EUR | 62,100 EUR | 100.00% | 100.00% |
15/11/2024 | 2.00% | 23.87 % | 24.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 60,453 EUR | 61,674 EUR | 99.96% | 99.96% |
14/11/2024 | 1.99% | 24.05 % | 24.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 58,609 EUR | 59,790 EUR | 99.98% | 99.98% |
13/11/2024 | 1.99% | 23.36 % | 23.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 58,413 EUR | 59,588 EUR | 99.95% | 99.95% |
12/11/2024 | 1.99% | 23.26 % | 23.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 59,509 EUR | 60,708 EUR | 99.98% | 99.98% |
11/11/2024 | 1.99% | 24.56 % | 25.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 60,094 EUR | 61,301 EUR | 100.00% | 100.00% |
08/11/2024 | 2.00% | 23.71 % | 24.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 60,604 EUR | 61,827 EUR | 99.96% | 99.96% |