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 | 0.81% | 98.48 % | 99.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,472 EUR | 248,472 EUR | 99.98% | 99.98% |
19/11/2024 | 0.81% | 98.01 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,842 EUR | 246,842 EUR | 99.78% | 99.78% |
18/11/2024 | 0.81% | 98.41 % | 99.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,121 EUR | 248,121 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.58 % | 99.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,851 EUR | 248,851 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,548 EUR | 249,548 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.71 % | 99.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,020 EUR | 249,020 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,807 EUR | 249,807 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.36 % | 100.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,474 EUR | 250,474 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,319 EUR | 250,319 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.58 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,970 EUR | 250,970 EUR | 100.00% | 100.00% |