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 | 0.80% | 105.43 % | 106.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,676 EUR | 265,801 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 105.29 % | 106.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,258 EUR | 265,383 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 105.42 % | 106.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,639 EUR | 265,764 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 105.50 % | 106.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,000 EUR | 266,125 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 105.68 % | 106.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,044 EUR | 266,169 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 105.44 % | 106.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,582 EUR | 265,707 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 105.52 % | 106.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,890 EUR | 266,015 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 105.61 % | 106.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,934 EUR | 266,059 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 105.39 % | 106.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,456 EUR | 265,581 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 105.48 % | 106.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,462 EUR | 265,587 EUR | 100.00% | 100.00% |