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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.90% | 88.96 % | 89.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,247 EUR | 222,247 EUR | 99.59% | 99.59% |
22/11/2024 | 0.93% | 86.83 % | 87.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,917 EUR | 216,917 EUR | 99.90% | 99.90% |
20/11/2024 | 0.90% | 87.65 % | 88.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,938 EUR | 222,938 EUR | 99.89% | 99.89% |
19/11/2024 | 0.90% | 88.87 % | 89.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,676 EUR | 223,676 EUR | 99.58% | 99.58% |
18/11/2024 | 0.89% | 89.24 % | 90.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,980 EUR | 225,980 EUR | 100.00% | 100.00% |
15/11/2024 | 0.89% | 89.14 % | 89.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,229 EUR | 225,229 EUR | 99.99% | 99.99% |
14/11/2024 | 0.91% | 88.86 % | 89.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,342 EUR | 221,342 EUR | 100.00% | 100.00% |
13/11/2024 | 0.91% | 86.36 % | 87.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,618 EUR | 219,618 EUR | 99.98% | 99.98% |
12/11/2024 | 0.89% | 88.53 % | 89.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,658 EUR | 226,658 EUR | 100.00% | 100.00% |
11/11/2024 | 0.89% | 89.80 % | 90.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,315 EUR | 225,315 EUR | 100.00% | 100.00% |