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 | 0.81% | 97.55 % | 98.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,722 EUR | 247,722 EUR | 99.99% | 99.99% |
19/11/2024 | 0.82% | 98.24 % | 99.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,005 EUR | 245,005 EUR | 99.52% | 99.52% |
18/11/2024 | 0.81% | 98.14 % | 98.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,856 EUR | 247,856 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.99 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,789 EUR | 248,789 EUR | 99.98% | 99.98% |
14/11/2024 | 0.82% | 97.54 % | 98.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,194 EUR | 245,194 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,482 EUR | 246,482 EUR | 99.91% | 99.91% |
12/11/2024 | 0.81% | 98.41 % | 99.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,718 EUR | 248,718 EUR | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.73 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,941 EUR | 247,941 EUR | 100.00% | 100.00% |
08/11/2024 | 0.81% | 97.98 % | 98.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,593 EUR | 247,593 EUR | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.02 % | 98.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,652 EUR | 246,652 EUR | 100.00% | 100.00% |