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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.85% | 94.57 % | 95.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,299 EUR | 236,299 EUR | 99.55% | 99.55% |
22/11/2024 | 0.87% | 92.63 % | 93.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,175 EUR | 232,175 EUR | 99.86% | 99.86% |
20/11/2024 | 0.85% | 92.99 % | 93.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,334 EUR | 236,334 EUR | 99.97% | 99.97% |
19/11/2024 | 0.85% | 93.77 % | 94.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,087 EUR | 235,087 EUR | 99.82% | 99.82% |
18/11/2024 | 0.84% | 94.56 % | 95.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,960 EUR | 237,960 EUR | 99.97% | 99.97% |
15/11/2024 | 0.84% | 94.43 % | 95.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,088 EUR | 238,088 EUR | 100.00% | 100.00% |
14/11/2024 | 0.86% | 93.24 % | 94.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,026 EUR | 233,026 EUR | 99.95% | 99.95% |
13/11/2024 | 0.86% | 90.73 % | 91.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,823 EUR | 232,823 EUR | 99.94% | 99.94% |
12/11/2024 | 0.84% | 93.57 % | 94.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,514 EUR | 238,514 EUR | 99.99% | 99.99% |
11/11/2024 | 0.84% | 94.83 % | 95.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,703 EUR | 237,703 EUR | 100.00% | 100.00% |