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 | 0.80% | 107.02 % | 107.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,198 EUR | 270,348 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 106.46 % | 107.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,240 EUR | 269,387 EUR | 99.59% | 99.59% |
18/11/2024 | 0.80% | 107.83 % | 108.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,849 EUR | 271,004 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 107.54 % | 108.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,771 EUR | 270,926 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 106.85 % | 107.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,611 EUR | 268,759 EUR | 99.99% | 99.99% |
13/11/2024 | 0.80% | 105.43 % | 106.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,491 EUR | 265,610 EUR | 99.82% | 99.82% |
12/11/2024 | 0.80% | 104.25 % | 105.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,722 EUR | 265,842 EUR | 99.99% | 99.99% |
11/11/2024 | 0.80% | 106.01 % | 106.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,493 EUR | 267,619 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 105.60 % | 106.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,364 EUR | 267,490 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 106.72 % | 107.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,469 EUR | 268,617 EUR | 100.00% | 100.00% |