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% | 106.31 % | 107.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,848 EUR | 267,978 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 106.32 % | 107.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,331 EUR | 267,456 EUR | 99.95% | 99.95% |
18/11/2024 | 0.80% | 106.24 % | 107.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,599 EUR | 267,727 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 106.22 % | 107.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,125 EUR | 267,250 EUR | 99.99% | 99.99% |
14/11/2024 | 0.80% | 105.86 % | 106.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,469 EUR | 266,594 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 105.59 % | 106.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,735 EUR | 265,860 EUR | 99.89% | 99.89% |
12/11/2024 | 0.80% | 105.41 % | 106.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,890 EUR | 266,015 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 105.77 % | 106.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,669 EUR | 266,794 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 105.31 % | 106.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,097 EUR | 265,214 EUR | 99.86% | 99.86% |
07/11/2024 | 0.80% | 105.23 % | 106.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,762 EUR | 265,884 EUR | 99.93% | 99.93% |