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% | 98.26 % | 99.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,882 EUR | 247,882 EUR | 100.00% | 100.00% |
19/11/2024 | 0.82% | 97.72 % | 98.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,920 EUR | 245,920 EUR | 99.37% | 99.37% |
18/11/2024 | 0.81% | 98.19 % | 98.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,727 EUR | 247,727 EUR | 99.93% | 99.93% |
15/11/2024 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,952 EUR | 248,952 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 98.99 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,630 EUR | 249,630 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 98.87 % | 99.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,668 EUR | 249,668 EUR | 99.91% | 99.91% |
12/11/2024 | 0.80% | 99.06 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,744 EUR | 250,744 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,972 EUR | 251,972 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.99 % | 100.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,103 EUR | 252,104 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,648 EUR | 252,664 EUR | 100.00% | 100.00% |