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 | 0.85% | 93.13 % | 93.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,262 EUR | 236,262 EUR | 99.97% | 99.97% |
19/11/2024 | 0.86% | 93.32 % | 94.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,529 EUR | 234,529 EUR | 99.56% | 99.56% |
18/11/2024 | 0.85% | 93.55 % | 94.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,922 EUR | 235,922 EUR | 99.99% | 99.99% |
15/11/2024 | 0.86% | 92.96 % | 93.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,858 EUR | 234,858 EUR | 100.00% | 100.00% |
14/11/2024 | 0.88% | 92.43 % | 93.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,375 EUR | 229,375 EUR | 99.99% | 99.99% |
13/11/2024 | 0.89% | 88.78 % | 89.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,069 EUR | 226,069 EUR | 99.91% | 99.91% |
12/11/2024 | 0.86% | 91.23 % | 92.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,223 EUR | 234,223 EUR | 99.98% | 99.98% |
11/11/2024 | 0.87% | 92.60 % | 93.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,929 EUR | 231,929 EUR | 100.00% | 100.00% |
08/11/2024 | 0.87% | 90.81 % | 91.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,753 EUR | 229,753 EUR | 99.87% | 99.87% |
07/11/2024 | 0.85% | 93.92 % | 94.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,119 EUR | 237,119 EUR | 99.98% | 99.98% |