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 | 0.74% | 97.82 % | 98.55 % | 200,000 | 200,000 | 200,000 | 200,000 | 196,165 EUR | 197,630 EUR | 100.00% | 100.00% |
19/11/2024 | 0.74% | 97.84 % | 98.57 % | 200,000 | 200,000 | 200,064 | 200,000 | 195,872 EUR | 197,269 EUR | 100.00% | 100.00% |
18/11/2024 | 0.74% | 98.23 % | 98.96 % | 200,000 | 200,000 | 200,000 | 200,000 | 196,406 EUR | 197,874 EUR | 100.00% | 100.00% |
15/11/2024 | 0.75% | 98.20 % | 98.93 % | 200,000 | 200,000 | 200,000 | 200,000 | 196,580 EUR | 198,061 EUR | 100.00% | 100.00% |
14/11/2024 | 0.74% | 98.18 % | 98.91 % | 200,000 | 200,000 | 200,825 | 200,000 | 196,513 EUR | 197,170 EUR | 99.97% | 99.97% |
13/11/2024 | 0.75% | 97.36 % | 98.09 % | 205,000 | 200,000 | 203,576 | 200,000 | 198,398 EUR | 196,375 EUR | 99.96% | 99.96% |
12/11/2024 | 0.74% | 97.09 % | 97.82 % | 205,000 | 200,000 | 200,317 | 200,000 | 196,480 EUR | 197,638 EUR | 99.96% | 99.96% |
11/11/2024 | 0.76% | 98.75 % | 99.50 % | 200,000 | 200,000 | 200,000 | 200,000 | 197,452 EUR | 198,952 EUR | 99.98% | 99.98% |
08/11/2024 | 0.76% | 98.37 % | 99.12 % | 200,000 | 200,000 | 200,000 | 200,000 | 196,909 EUR | 198,408 EUR | 100.00% | 100.00% |
07/11/2024 | 0.75% | 99.23 % | 99.98 % | 200,000 | 200,000 | 200,000 | 198,560 | 198,267 EUR | 198,325 EUR | 100.00% | 100.00% |