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 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,447 EUR | 256,497 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,519 EUR | 256,569 EUR | 99.94% | 99.94% |
18/11/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,875 EUR | 256,925 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.91 % | 102.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,794 EUR | 256,844 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.86 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,626 EUR | 256,676 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,328 EUR | 256,378 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,677 EUR | 256,727 EUR | 99.95% | 99.95% |
11/11/2024 | 0.80% | 101.96 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,867 EUR | 256,917 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.75 % | 102.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,390 EUR | 256,440 EUR | 99.92% | 99.92% |
07/11/2024 | 0.80% | 101.59 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,178 EUR | 256,228 EUR | 100.00% | 100.00% |