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 | 0.85% | 93.33 % | 94.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,713 EUR | 236,713 EUR | 99.96% | 99.96% |
19/11/2024 | 0.85% | 93.71 % | 94.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,570 EUR | 236,570 EUR | 99.92% | 99.92% |
18/11/2024 | 0.84% | 95.10 % | 95.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,258 EUR | 239,258 EUR | 100.00% | 100.00% |
15/11/2024 | 0.84% | 95.03 % | 95.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,711 EUR | 239,711 EUR | 100.00% | 100.00% |
14/11/2024 | 0.84% | 94.84 % | 95.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,006 EUR | 238,006 EUR | 100.00% | 100.00% |
13/11/2024 | 0.85% | 93.86 % | 94.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,921 EUR | 236,921 EUR | 99.95% | 99.95% |
12/11/2024 | 0.84% | 93.66 % | 94.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,688 EUR | 238,688 EUR | 100.00% | 100.00% |
11/11/2024 | 0.83% | 95.71 % | 96.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,556 EUR | 241,556 EUR | 100.00% | 100.00% |
08/11/2024 | 0.84% | 95.17 % | 95.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,034 EUR | 240,034 EUR | 100.00% | 100.00% |
07/11/2024 | 0.83% | 95.93 % | 96.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,725 EUR | 241,725 EUR | 99.99% | 99.99% |