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 | 0.91% | 86.58 % | 87.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,640 EUR | 220,640 EUR | 99.99% | 99.99% |
19/11/2024 | 0.91% | 87.04 % | 87.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,926 EUR | 219,926 EUR | 99.76% | 99.76% |
18/11/2024 | 0.92% | 87.75 % | 88.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,078 EUR | 219,078 EUR | 100.00% | 100.00% |
15/11/2024 | 0.91% | 86.37 % | 87.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,804 EUR | 219,804 EUR | 100.00% | 100.00% |
14/11/2024 | 0.90% | 87.71 % | 88.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,047 EUR | 222,047 EUR | 99.90% | 99.90% |
13/11/2024 | 0.90% | 88.03 % | 88.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,814 EUR | 222,814 EUR | 100.00% | 100.00% |
12/11/2024 | 0.89% | 88.67 % | 89.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,317 EUR | 225,317 EUR | 99.97% | 99.97% |
11/11/2024 | 0.89% | 89.55 % | 90.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,628 EUR | 226,628 EUR | 100.00% | 100.00% |
08/11/2024 | 0.88% | 90.17 % | 90.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,508 EUR | 227,508 EUR | 99.92% | 99.92% |
07/11/2024 | 0.89% | 89.83 % | 90.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,229 EUR | 225,229 EUR | 99.99% | 99.99% |