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 | 0.75% | 100.01 % | 100.76 % | 199,000 | 198,000 | 199,111 | 197,703 | 199,440 EUR | 199,512 EUR | 99.99% | 99.99% |
19/11/2024 | 0.75% | 100.43 % | 101.18 % | 199,000 | 197,000 | 199,041 | 197,777 | 199,496 EUR | 199,712 EUR | 99.91% | 99.91% |
18/11/2024 | 0.75% | 100.27 % | 101.02 % | 199,000 | 197,000 | 199,249 | 198,061 | 199,481 EUR | 199,778 EUR | 99.99% | 99.99% |
15/11/2024 | 0.75% | 99.62 % | 100.37 % | 200,000 | 199,000 | 199,609 | 198,440 | 199,341 EUR | 199,662 EUR | 100.00% | 100.00% |
14/11/2024 | 0.75% | 99.21 % | 99.96 % | 201,000 | 200,000 | 201,262 | 199,792 | 199,448 EUR | 199,490 EUR | 99.99% | 99.99% |
13/11/2024 | 0.75% | 99.56 % | 100.31 % | 200,000 | 199,000 | 200,595 | 199,160 | 199,462 EUR | 199,529 EUR | 99.98% | 99.98% |
12/11/2024 | 0.75% | 98.29 % | 99.03 % | 203,000 | 201,000 | 201,391 | 200,111 | 199,382 EUR | 199,615 EUR | 99.98% | 99.98% |
11/11/2024 | 0.75% | 100.38 % | 101.13 % | 199,000 | 197,000 | 199,000 | 197,647 | 199,494 EUR | 199,620 EUR | 99.99% | 99.99% |
08/11/2024 | 0.75% | 100.03 % | 100.78 % | 199,000 | 198,000 | 199,935 | 198,158 | 199,654 EUR | 199,365 EUR | 99.95% | 99.95% |
07/11/2024 | 0.75% | 99.69 % | 100.44 % | 200,000 | 199,000 | 200,054 | 198,549 | 199,497 EUR | 199,485 EUR | 99.98% | 99.98% |