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 | 0.82% | 97.24 % | 98.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,599 EUR | 245,599 EUR | 100.00% | 100.00% |
19/11/2024 | 0.82% | 97.44 % | 98.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,458 EUR | 245,458 EUR | 100.00% | 100.00% |
18/11/2024 | 0.82% | 97.68 % | 98.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,012 EUR | 246,012 EUR | 100.00% | 100.00% |
15/11/2024 | 0.82% | 97.69 % | 98.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,208 EUR | 246,208 EUR | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.44 % | 98.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,047 EUR | 245,047 EUR | 100.00% | 100.00% |
13/11/2024 | 0.82% | 96.89 % | 97.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,932 EUR | 244,932 EUR | 100.00% | 100.00% |
12/11/2024 | 0.82% | 97.42 % | 98.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,344 EUR | 246,344 EUR | 100.00% | 100.00% |
11/11/2024 | 0.82% | 97.87 % | 98.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,287 EUR | 246,287 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.58 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,242 EUR | 251,242 EUR | 99.93% | 99.93% |
07/11/2024 | 0.80% | 100.26 % | 101.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,926 EUR | 252,949 EUR | 100.00% | 100.00% |