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 | 0.86% | 91.82 % | 92.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,483 EUR | 232,483 EUR | 100.00% | 100.00% |
19/11/2024 | 0.87% | 91.63 % | 92.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,867 EUR | 230,867 EUR | 99.83% | 99.83% |
18/11/2024 | 0.86% | 92.71 % | 93.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,578 EUR | 233,578 EUR | 100.00% | 100.00% |
15/11/2024 | 0.85% | 93.12 % | 93.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,123 EUR | 235,123 EUR | 100.00% | 100.00% |
14/11/2024 | 0.85% | 93.41 % | 94.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,236 EUR | 235,236 EUR | 100.00% | 100.00% |
13/11/2024 | 0.86% | 92.62 % | 93.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,893 EUR | 233,893 EUR | 99.93% | 99.93% |
12/11/2024 | 0.85% | 92.57 % | 93.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,476 EUR | 236,476 EUR | 100.00% | 100.00% |
11/11/2024 | 0.84% | 94.79 % | 95.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,452 EUR | 239,452 EUR | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.52 % | 95.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,414 EUR | 239,414 EUR | 99.83% | 99.83% |
07/11/2024 | 0.83% | 96.05 % | 96.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,550 EUR | 241,550 EUR | 99.90% | 99.90% |