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% | 89.79 % | 90.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,653 EUR | 227,653 EUR | 100.00% | 100.00% |
19/11/2024 | 0.89% | 89.58 % | 90.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,639 EUR | 226,639 EUR | 99.77% | 99.77% |
18/11/2024 | 0.88% | 90.73 % | 91.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,325 EUR | 227,325 EUR | 99.99% | 99.99% |
15/11/2024 | 0.90% | 89.30 % | 90.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,845 EUR | 223,845 EUR | 100.00% | 100.00% |
14/11/2024 | 0.91% | 87.88 % | 88.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,019 EUR | 221,019 EUR | 99.80% | 99.80% |
13/11/2024 | 0.93% | 85.66 % | 86.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,200 EUR | 216,200 EUR | 99.76% | 99.76% |
12/11/2024 | 0.92% | 85.35 % | 86.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,353 EUR | 219,353 EUR | 100.00% | 100.00% |
11/11/2024 | 0.91% | 86.85 % | 87.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,094 EUR | 220,094 EUR | 100.00% | 100.00% |
08/11/2024 | 0.91% | 86.52 % | 87.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,716 EUR | 221,716 EUR | 99.99% | 99.99% |
07/11/2024 | 0.88% | 89.98 % | 90.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,499 EUR | 227,499 EUR | 100.00% | 100.00% |