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 | 1.00% | 80.51 % | 81.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,411 EUR | 201,411 EUR | 99.96% | 99.96% |
19/11/2024 | 0.99% | 79.53 % | 80.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,452 EUR | 202,452 EUR | 99.89% | 99.89% |
18/11/2024 | 1.00% | 80.02 % | 80.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,115 EUR | 198,087 EUR | 99.99% | 99.99% |
15/11/2024 | 1.00% | 77.80 % | 78.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,163 EUR | 198,132 EUR | 100.00% | 100.00% |
14/11/2024 | 1.00% | 78.63 % | 79.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,864 EUR | 199,852 EUR | 99.93% | 99.93% |
13/11/2024 | 0.99% | 79.15 % | 79.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,871 EUR | 202,871 EUR | 99.94% | 99.94% |
12/11/2024 | 0.98% | 80.47 % | 81.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,172 EUR | 205,172 EUR | 100.00% | 100.00% |
11/11/2024 | 0.95% | 81.93 % | 82.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,780 EUR | 210,780 EUR | 99.57% | 99.57% |
08/11/2024 | 0.93% | 83.50 % | 84.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,715 EUR | 216,715 EUR | 97.19% | 97.19% |
07/11/2024 | 0.92% | 87.98 % | 88.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,625 EUR | 217,625 EUR | 99.93% | 99.93% |