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 | 0.84% | 94.55 % | 95.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,040 EUR | 239,040 EUR | 99.99% | 99.99% |
19/11/2024 | 0.84% | 94.81 % | 95.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,943 EUR | 238,943 EUR | 99.77% | 99.77% |
18/11/2024 | 0.83% | 95.73 % | 96.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,409 EUR | 241,409 EUR | 99.99% | 99.99% |
15/11/2024 | 0.83% | 95.84 % | 96.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,704 EUR | 241,704 EUR | 100.00% | 100.00% |
14/11/2024 | 0.84% | 95.03 % | 95.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,230 EUR | 239,230 EUR | 100.00% | 100.00% |
13/11/2024 | 0.84% | 94.40 % | 95.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,846 EUR | 238,846 EUR | 99.72% | 99.72% |
12/11/2024 | 0.83% | 95.39 % | 96.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,389 EUR | 241,389 EUR | 100.00% | 100.00% |
11/11/2024 | 0.83% | 95.82 % | 96.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,738 EUR | 241,738 EUR | 100.00% | 100.00% |
08/11/2024 | 0.84% | 95.36 % | 96.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,157 EUR | 240,157 EUR | 100.00% | 100.00% |
07/11/2024 | 0.83% | 95.35 % | 96.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,985 EUR | 240,985 EUR | 99.99% | 99.99% |