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% | 93.84 % | 94.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,564 EUR | 237,564 EUR | 99.97% | 99.97% |
19/11/2024 | 0.85% | 94.21 % | 95.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,336 EUR | 237,336 EUR | 99.63% | 99.63% |
18/11/2024 | 0.84% | 95.35 % | 96.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,450 EUR | 240,450 EUR | 100.00% | 100.00% |
15/11/2024 | 0.83% | 95.55 % | 96.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,106 EUR | 241,106 EUR | 100.00% | 100.00% |
14/11/2024 | 0.84% | 94.85 % | 95.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,940 EUR | 238,940 EUR | 99.99% | 99.99% |
13/11/2024 | 0.84% | 94.19 % | 94.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,184 EUR | 238,184 EUR | 99.93% | 99.93% |
12/11/2024 | 0.83% | 95.15 % | 95.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,752 EUR | 241,752 EUR | 100.00% | 100.00% |
11/11/2024 | 0.82% | 96.56 % | 97.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,581 EUR | 243,581 EUR | 100.00% | 100.00% |
08/11/2024 | 0.83% | 96.03 % | 96.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,648 EUR | 241,648 EUR | 100.00% | 100.00% |
07/11/2024 | 0.83% | 95.99 % | 96.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,548 EUR | 242,548 EUR | 99.99% | 99.99% |