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 | 0.89% | 88.87 % | 89.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,675 EUR | 225,675 EUR | 100.00% | 100.00% |
19/11/2024 | 0.89% | 89.25 % | 90.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,650 EUR | 225,650 EUR | 99.74% | 99.74% |
18/11/2024 | 0.88% | 89.92 % | 90.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,931 EUR | 227,931 EUR | 99.97% | 99.97% |
15/11/2024 | 0.88% | 90.73 % | 91.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,285 EUR | 229,285 EUR | 99.95% | 99.95% |
14/11/2024 | 0.88% | 90.60 % | 91.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,369 EUR | 228,369 EUR | 99.99% | 99.99% |
13/11/2024 | 0.88% | 90.01 % | 90.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,050 EUR | 227,050 EUR | 99.99% | 99.99% |
12/11/2024 | 0.88% | 89.76 % | 90.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,504 EUR | 228,504 EUR | 100.00% | 100.00% |
11/11/2024 | 0.87% | 91.38 % | 92.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,697 EUR | 230,697 EUR | 100.00% | 100.00% |
08/11/2024 | 0.87% | 91.04 % | 91.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,706 EUR | 229,706 EUR | 100.00% | 100.00% |
07/11/2024 | 0.87% | 91.87 % | 92.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,102 EUR | 231,102 EUR | 99.91% | 99.91% |