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% | 98.04 % | 98.77 % | 152,000 | 151,000 | 152,441 | 151,263 | 149,490 EUR | 149,441 EUR | 99.90% | 99.90% |
19/11/2024 | 0.75% | 98.26 % | 98.99 % | 152,000 | 151,000 | 151,988 | 150,923 | 149,479 EUR | 149,551 EUR | 99.88% | 99.88% |
18/11/2024 | 0.75% | 98.32 % | 99.07 % | 152,000 | 151,000 | 152,000 | 151,000 | 149,449 EUR | 149,587 EUR | 100.00% | 100.00% |
15/11/2024 | 0.74% | 98.15 % | 98.88 % | 152,000 | 151,000 | 152,127 | 151,061 | 149,423 EUR | 149,484 EUR | 100.00% | 100.00% |
14/11/2024 | 0.74% | 98.13 % | 98.86 % | 152,000 | 151,000 | 152,383 | 151,324 | 149,358 EUR | 149,425 EUR | 99.96% | 99.96% |
13/11/2024 | 0.75% | 97.95 % | 98.68 % | 153,000 | 152,000 | 152,407 | 151,336 | 149,527 EUR | 149,589 EUR | 100.00% | 100.00% |
12/11/2024 | 0.75% | 97.31 % | 98.04 % | 154,000 | 152,000 | 153,378 | 152,262 | 149,419 EUR | 149,444 EUR | 100.00% | 100.00% |
11/11/2024 | 0.74% | 97.30 % | 98.03 % | 154,000 | 153,000 | 153,047 | 151,934 | 149,439 EUR | 149,462 EUR | 99.97% | 99.97% |
08/11/2024 | 0.75% | 97.40 % | 98.13 % | 154,000 | 152,000 | 153,899 | 152,716 | 149,607 EUR | 149,572 EUR | 99.99% | 99.99% |
07/11/2024 | 0.75% | 97.40 % | 98.13 % | 154,000 | 152,000 | 153,880 | 152,531 | 149,734 EUR | 149,535 EUR | 99.99% | 99.99% |