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% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,678 EUR | 250,678 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,565 EUR | 251,565 EUR | 99.77% | 99.77% |
18/11/2024 | 0.80% | 99.82 % | 100.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,602 EUR | 251,602 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,722 EUR | 251,722 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,987 EUR | 250,987 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,730 EUR | 250,730 EUR | 99.82% | 99.82% |
12/11/2024 | 0.81% | 98.36 % | 99.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,628 EUR | 248,628 EUR | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,149 EUR | 249,149 EUR | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.44 % | 99.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,984 EUR | 247,984 EUR | 99.95% | 99.95% |
07/11/2024 | 0.81% | 98.29 % | 99.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,888 EUR | 247,888 EUR | 100.00% | 100.00% |