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 | 0.75% | 86.74 % | 87.39 % | 172,000 | 171,000 | 172,531 | 171,304 | 149,554 EUR | 149,604 EUR | 99.95% | 99.95% |
19/11/2024 | 0.75% | 86.68 % | 87.33 % | 173,000 | 171,000 | 171,735 | 170,354 | 149,604 EUR | 149,510 EUR | 99.96% | 99.96% |
18/11/2024 | 0.75% | 87.40 % | 88.05 % | 171,000 | 170,000 | 170,626 | 169,349 | 149,536 EUR | 149,532 EUR | 99.97% | 99.97% |
15/11/2024 | 0.75% | 87.97 % | 88.64 % | 170,000 | 169,000 | 168,962 | 167,490 | 149,703 EUR | 149,520 EUR | 99.94% | 99.94% |
14/11/2024 | 0.75% | 89.83 % | 90.50 % | 166,000 | 165,000 | 167,231 | 165,781 | 149,605 EUR | 149,419 EUR | 99.92% | 99.92% |
13/11/2024 | 0.76% | 88.28 % | 88.95 % | 169,000 | 168,000 | 169,323 | 167,944 | 149,597 EUR | 149,504 EUR | 99.91% | 99.91% |
12/11/2024 | 0.75% | 89.06 % | 89.73 % | 168,000 | 167,000 | 166,156 | 164,777 | 149,642 EUR | 149,512 EUR | 99.99% | 99.99% |
11/11/2024 | 0.75% | 89.72 % | 90.39 % | 167,000 | 165,000 | 165,361 | 163,854 | 149,650 EUR | 149,407 EUR | 99.98% | 99.98% |
08/11/2024 | 0.75% | 89.69 % | 90.36 % | 167,000 | 166,000 | 167,006 | 165,858 | 149,487 EUR | 149,570 EUR | 99.95% | 99.95% |
07/11/2024 | 0.75% | 89.46 % | 90.13 % | 167,000 | 166,000 | 168,465 | 167,331 | 149,491 EUR | 149,603 EUR | 99.93% | 99.93% |