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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.74% | 66.84 % | 67.34 % | 220,000 | 220,000 | 224,783 | 224,498 | 147,902 EUR | 148,817 EUR | 99.99% | 99.99% |
22/11/2024 | 0.75% | 63.15 % | 63.62 % | 235,000 | 235,000 | 234,999 | 234,130 | 148,052 EUR | 148,605 EUR | 99.99% | 99.99% |
20/11/2024 | 0.75% | 65.41 % | 65.90 % | 225,000 | 225,000 | 225,002 | 222,472 | 148,722 EUR | 148,151 EUR | 99.96% | 99.96% |
19/11/2024 | 0.75% | 64.24 % | 64.73 % | 230,000 | 230,000 | 229,365 | 229,234 | 147,986 EUR | 149,019 EUR | 99.95% | 99.95% |
18/11/2024 | 0.75% | 66.56 % | 67.06 % | 225,000 | 220,000 | 221,657 | 219,977 | 148,066 EUR | 148,055 EUR | 99.97% | 99.97% |
15/11/2024 | 0.75% | 67.40 % | 67.91 % | 220,000 | 220,000 | 220,251 | 219,917 | 148,178 EUR | 149,074 EUR | 99.93% | 99.93% |
14/11/2024 | 0.75% | 66.74 % | 67.24 % | 220,000 | 220,000 | 225,512 | 224,492 | 148,024 EUR | 148,464 EUR | 99.89% | 99.89% |
13/11/2024 | 0.75% | 63.82 % | 64.30 % | 235,000 | 230,000 | 232,908 | 230,233 | 148,515 EUR | 147,917 EUR | 99.93% | 99.93% |
12/11/2024 | 0.75% | 62.29 % | 62.76 % | 240,000 | 235,000 | 233,015 | 231,466 | 148,329 EUR | 148,450 EUR | 99.95% | 99.95% |
11/11/2024 | 0.75% | 67.76 % | 68.27 % | 220,000 | 215,000 | 221,379 | 219,115 | 148,771 EUR | 148,361 EUR | 99.94% | 99.94% |