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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.88% | 89.36 % | 90.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,705 EUR | 227,705 EUR | 99.73% | 99.73% |
12/11/2024 | 0.85% | 91.80 % | 92.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,629 EUR | 235,629 EUR | 100.00% | 100.00% |
11/11/2024 | 0.86% | 93.23 % | 94.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,441 EUR | 233,441 EUR | 100.00% | 100.00% |
08/11/2024 | 0.87% | 91.43 % | 92.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,222 EUR | 231,222 EUR | 99.81% | 99.81% |
07/11/2024 | 0.84% | 94.48 % | 95.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,558 EUR | 238,558 EUR | 96.86% | 96.86% |
06/11/2024 | 0.86% | 92.02 % | 92.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,274 EUR | 232,274 EUR | 66.37% | 66.37% |
05/11/2024 | 0.84% | 95.24 % | 96.04 % | 240,000 | 250,000 | 247,226 | 250,000 | 235,497 EUR | 240,132 EUR | 100.00% | 100.00% |
04/11/2024 | 0.83% | 94.96 % | 95.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,948 EUR | 240,948 EUR | 100.00% | 100.00% |
01/11/2024 | 0.84% | 95.39 % | 96.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,089 EUR | 240,089 EUR | 100.00% | 100.00% |
31/10/2024 | 0.84% | 94.34 % | 95.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,809 EUR | 239,809 EUR | 100.00% | 100.00% |