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% | 47.00 % | 47.35 % | 319,000 | 316,000 | 314,077 | 311,784 | 149,757 EUR | 149,787 EUR | 99.97% | 99.97% |
19/11/2024 | 0.75% | 49.48 % | 49.85 % | 303,000 | 300,000 | 299,342 | 296,997 | 149,772 EUR | 149,717 EUR | 99.91% | 99.91% |
18/11/2024 | 0.75% | 52.40 % | 52.79 % | 286,000 | 284,000 | 279,867 | 277,809 | 149,730 EUR | 149,750 EUR | 99.95% | 99.95% |
15/11/2024 | 0.75% | 55.52 % | 55.94 % | 270,000 | 268,000 | 268,591 | 266,588 | 149,732 EUR | 149,735 EUR | 99.92% | 99.92% |
14/11/2024 | 0.75% | 57.15 % | 57.58 % | 262,000 | 260,000 | 268,184 | 266,191 | 149,723 EUR | 149,730 EUR | 99.91% | 99.91% |
13/11/2024 | 0.75% | 55.06 % | 55.47 % | 272,000 | 270,000 | 265,595 | 263,628 | 149,736 EUR | 149,745 EUR | 99.96% | 99.96% |
12/11/2024 | 0.75% | 57.45 % | 57.88 % | 261,000 | 259,000 | 243,291 | 241,473 | 149,692 EUR | 149,691 EUR | 99.89% | 99.89% |
11/11/2024 | 0.75% | 61.07 % | 61.53 % | 245,000 | 243,000 | 248,148 | 246,283 | 149,697 EUR | 149,690 EUR | 99.98% | 99.98% |
08/11/2024 | 0.75% | 61.88 % | 62.35 % | 242,000 | 240,000 | 244,386 | 242,581 | 149,699 EUR | 149,713 EUR | 99.96% | 99.96% |
07/11/2024 | 0.75% | 65.65 % | 66.14 % | 228,000 | 226,000 | 237,041 | 235,246 | 149,689 EUR | 149,672 EUR | 99.97% | 99.97% |