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 | 0.95% | 82.63 % | 83.43 % | 250,000 | 10,000 | 250,000 | 10,000 | 208,757 EUR | 8,430 EUR | 100.00% | 100.00% |
19/11/2024 | 0.95% | 83.63 % | 84.43 % | 250,000 | 10,000 | 250,000 | 10,000 | 208,815 EUR | 8,433 EUR | 99.77% | 99.77% |
18/11/2024 | 0.94% | 85.18 % | 85.98 % | 250,000 | 10,000 | 250,000 | 10,000 | 212,436 EUR | 8,577 EUR | 99.99% | 99.99% |
15/11/2024 | 0.94% | 84.57 % | 85.37 % | 250,000 | 10,000 | 250,000 | 10,000 | 211,249 EUR | 8,530 EUR | 100.00% | 100.00% |
14/11/2024 | 0.96% | 83.75 % | 84.55 % | 250,000 | 10,000 | 250,000 | 10,000 | 206,843 EUR | 8,354 EUR | 100.00% | 100.00% |
13/11/2024 | 0.98% | 80.75 % | 81.55 % | 250,000 | 10,000 | 250,000 | 10,000 | 202,710 EUR | 8,188 EUR | 99.76% | 99.76% |
12/11/2024 | 0.95% | 81.88 % | 82.68 % | 250,000 | 10,000 | 250,000 | 10,000 | 208,451 EUR | 8,418 EUR | 100.00% | 100.00% |
11/11/2024 | 0.95% | 83.84 % | 84.64 % | 250,000 | 10,000 | 250,000 | 10,000 | 208,847 EUR | 8,434 EUR | 99.94% | 99.94% |
08/11/2024 | 0.96% | 82.65 % | 83.45 % | 250,000 | 10,000 | 250,000 | 10,000 | 208,278 EUR | 8,411 EUR | 99.82% | 99.82% |
07/11/2024 | 0.94% | 85.48 % | 86.28 % | 250,000 | 10,000 | 250,000 | 10,000 | 212,377 EUR | 8,575 EUR | 99.85% | 99.85% |