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 | 0.81% | 98.55 % | 99.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,042 EUR | 249,042 EUR | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.49 % | 99.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,094 EUR | 248,094 EUR | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,455 EUR | 248,455 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,148 EUR | 249,148 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 99.07 % | 99.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,423 EUR | 249,423 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.72 % | 99.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,947 EUR | 248,947 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,793 EUR | 249,793 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,011 EUR | 250,011 EUR | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,400 EUR | 249,400 EUR | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.93 % | 99.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,124 EUR | 249,124 EUR | 100.00% | 100.00% |