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 | 0.88% | 89.87 % | 90.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,840 EUR | 227,840 EUR | 100.00% | 100.00% |
19/11/2024 | 0.88% | 90.38 % | 91.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,872 EUR | 227,872 EUR | 99.82% | 99.82% |
18/11/2024 | 0.87% | 91.66 % | 92.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,211 EUR | 231,211 EUR | 100.00% | 100.00% |
15/11/2024 | 0.87% | 91.97 % | 92.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,943 EUR | 231,943 EUR | 100.00% | 100.00% |
14/11/2024 | 0.88% | 91.08 % | 91.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,362 EUR | 229,362 EUR | 100.00% | 100.00% |
13/11/2024 | 0.88% | 90.27 % | 91.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,661 EUR | 228,661 EUR | 99.93% | 99.93% |
12/11/2024 | 0.87% | 91.28 % | 92.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,776 EUR | 231,776 EUR | 99.97% | 99.97% |
11/11/2024 | 0.86% | 92.55 % | 93.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,622 EUR | 233,622 EUR | 100.00% | 100.00% |
08/11/2024 | 0.85% | 93.60 % | 94.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,752 EUR | 235,752 EUR | 99.97% | 99.97% |
07/11/2024 | 0.84% | 94.01 % | 94.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,140 EUR | 238,140 EUR | 100.00% | 100.00% |