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 | 0.80% | 106.24 % | 107.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,625 EUR | 268,770 EUR | 99.97% | 99.97% |
19/11/2024 | 0.80% | 106.67 % | 107.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,654 EUR | 268,801 EUR | 99.83% | 99.83% |
18/11/2024 | 0.80% | 107.34 % | 108.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,037 EUR | 270,187 EUR | 99.96% | 99.96% |
15/11/2024 | 0.80% | 106.80 % | 107.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,958 EUR | 269,108 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 106.47 % | 107.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,500 EUR | 267,630 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 105.43 % | 106.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,105 EUR | 266,229 EUR | 99.84% | 99.84% |
12/11/2024 | 0.80% | 106.05 % | 106.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,740 EUR | 268,885 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 106.69 % | 107.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,102 EUR | 268,240 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 106.19 % | 107.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,040 EUR | 268,176 EUR | 99.93% | 99.93% |
07/11/2024 | 0.80% | 107.32 % | 108.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,596 EUR | 269,746 EUR | 100.00% | 100.00% |