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% | 100.89 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,526 EUR | 254,551 EUR | 99.97% | 99.97% |
19/11/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,607 EUR | 254,632 EUR | 99.80% | 99.80% |
18/11/2024 | 0.80% | 101.21 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,983 EUR | 255,008 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.11 % | 101.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,792 EUR | 254,817 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,503 EUR | 254,528 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.74 % | 101.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,197 EUR | 254,222 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,545 EUR | 254,570 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,708 EUR | 254,733 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 124,000 | 250,000 | 155,988 | 251,849 EUR | 158,339 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,174 EUR | 254,199 EUR | 100.00% | 100.00% |