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 | 0.91% | 88.91 % | 89.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,938 EUR | 221,938 EUR | 99.90% | 99.90% |
19/11/2024 | 0.91% | 87.76 % | 88.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,669 EUR | 221,669 EUR | 99.68% | 99.68% |
18/11/2024 | 0.91% | 87.92 % | 88.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,923 EUR | 219,923 EUR | 100.00% | 100.00% |
15/11/2024 | 0.92% | 86.66 % | 87.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,068 EUR | 219,068 EUR | 100.00% | 100.00% |
14/11/2024 | 0.92% | 86.49 % | 87.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,206 EUR | 218,206 EUR | 100.00% | 100.00% |
13/11/2024 | 0.92% | 85.93 % | 86.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,458 EUR | 219,458 EUR | 100.00% | 100.00% |
12/11/2024 | 0.91% | 86.91 % | 87.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,346 EUR | 221,346 EUR | 100.00% | 100.00% |
11/11/2024 | 0.89% | 88.43 % | 89.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,917 EUR | 224,917 EUR | 100.00% | 100.00% |
08/11/2024 | 0.88% | 89.31 % | 90.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,034 EUR | 229,034 EUR | 100.00% | 100.00% |
07/11/2024 | 0.87% | 92.56 % | 93.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,131 EUR | 231,131 EUR | 100.00% | 100.00% |