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% | 94.64 % | 95.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,688 EUR | 239,688 EUR | 100.00% | 100.00% |
19/11/2024 | 0.84% | 95.28 % | 96.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,491 EUR | 239,491 EUR | 99.40% | 99.40% |
18/11/2024 | 0.83% | 96.01 % | 96.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,018 EUR | 241,018 EUR | 100.00% | 100.00% |
15/11/2024 | 0.83% | 95.53 % | 96.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,168 EUR | 241,168 EUR | 100.00% | 100.00% |
14/11/2024 | 0.85% | 95.01 % | 95.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,304 EUR | 237,304 EUR | 100.00% | 100.00% |
13/11/2024 | 0.85% | 92.99 % | 93.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,162 EUR | 236,162 EUR | 99.87% | 99.87% |
12/11/2024 | 0.83% | 94.57 % | 95.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,880 EUR | 240,880 EUR | 99.98% | 99.98% |
11/11/2024 | 0.83% | 96.28 % | 97.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,715 EUR | 242,715 EUR | 100.00% | 100.00% |
08/11/2024 | 0.83% | 96.28 % | 97.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,361 EUR | 242,361 EUR | 100.00% | 100.00% |
07/11/2024 | 0.83% | 96.23 % | 97.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,664 EUR | 241,664 EUR | 99.94% | 99.94% |