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 | 0.88% | 90.35 % | 91.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,110 EUR | 229,110 EUR | 99.97% | 99.97% |
19/11/2024 | 0.88% | 89.94 % | 90.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,183 EUR | 227,183 EUR | 99.50% | 99.50% |
18/11/2024 | 0.87% | 91.69 % | 92.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,654 EUR | 230,654 EUR | 100.00% | 100.00% |
15/11/2024 | 0.87% | 91.73 % | 92.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,966 EUR | 231,966 EUR | 100.00% | 100.00% |
14/11/2024 | 0.87% | 91.83 % | 92.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,287 EUR | 230,287 EUR | 99.97% | 99.97% |
13/11/2024 | 0.88% | 90.44 % | 91.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,359 EUR | 228,359 EUR | 100.00% | 100.00% |
12/11/2024 | 0.87% | 90.25 % | 91.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,935 EUR | 231,935 EUR | 99.98% | 99.98% |
11/11/2024 | 0.85% | 93.64 % | 94.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,201 EUR | 237,201 EUR | 100.00% | 100.00% |
08/11/2024 | 0.85% | 93.68 % | 94.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,012 EUR | 237,012 EUR | 100.00% | 100.00% |
07/11/2024 | 0.83% | 96.19 % | 96.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,850 EUR | 240,850 EUR | 99.95% | 99.95% |