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 | 0.89% | 88.66 % | 89.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,945 EUR | 224,945 EUR | 99.85% | 99.85% |
19/11/2024 | 0.90% | 88.53 % | 89.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,464 EUR | 223,464 EUR | 99.93% | 99.93% |
18/11/2024 | 0.89% | 89.94 % | 90.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,934 EUR | 225,934 EUR | 99.96% | 99.96% |
15/11/2024 | 0.89% | 89.70 % | 90.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,293 EUR | 226,293 EUR | 99.98% | 99.98% |
14/11/2024 | 0.90% | 89.28 % | 90.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,150 EUR | 224,150 EUR | 99.97% | 99.97% |
13/11/2024 | 0.91% | 87.63 % | 88.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,164 EUR | 221,164 EUR | 99.73% | 99.73% |
12/11/2024 | 0.90% | 87.05 % | 87.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,773 EUR | 223,773 EUR | 100.00% | 100.00% |
11/11/2024 | 0.88% | 90.03 % | 90.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,019 EUR | 228,019 EUR | 100.00% | 100.00% |
08/11/2024 | 0.88% | 89.92 % | 90.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,976 EUR | 227,976 EUR | 99.91% | 99.91% |
07/11/2024 | 0.87% | 91.98 % | 92.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,793 EUR | 230,793 EUR | 100.00% | 100.00% |