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 | 0.84% | 94.30 % | 95.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,115 EUR | 238,115 EUR | 100.00% | 100.00% |
19/11/2024 | 0.85% | 94.26 % | 95.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,363 EUR | 237,363 EUR | 100.00% | 100.00% |
18/11/2024 | 0.84% | 94.86 % | 95.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,277 EUR | 239,277 EUR | 100.00% | 100.00% |
15/11/2024 | 0.84% | 94.65 % | 95.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,394 EUR | 238,394 EUR | 100.00% | 100.00% |
14/11/2024 | 0.84% | 94.32 % | 95.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,808 EUR | 237,808 EUR | 99.99% | 99.99% |
13/11/2024 | 0.84% | 94.16 % | 94.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,874 EUR | 237,874 EUR | 100.00% | 100.00% |
12/11/2024 | 0.84% | 94.05 % | 94.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,870 EUR | 237,870 EUR | 99.99% | 99.99% |
11/11/2024 | 0.84% | 95.01 % | 95.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,522 EUR | 239,522 EUR | 99.93% | 99.93% |
08/11/2024 | 0.84% | 95.48 % | 96.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,077 EUR | 240,077 EUR | 100.00% | 100.00% |
07/11/2024 | 0.83% | 96.73 % | 97.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,236 EUR | 243,236 EUR | 100.00% | 100.00% |