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 | 0.97% | 81.46 % | 82.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,684 EUR | 207,684 EUR | 99.92% | 99.92% |
19/11/2024 | 0.97% | 82.74 % | 83.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,551 EUR | 207,551 EUR | 99.90% | 99.90% |
18/11/2024 | 0.96% | 83.47 % | 84.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,657 EUR | 209,657 EUR | 99.98% | 99.98% |
15/11/2024 | 0.94% | 83.23 % | 84.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,110 EUR | 213,110 EUR | 100.00% | 100.00% |
14/11/2024 | 0.94% | 85.38 % | 86.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,218 EUR | 214,218 EUR | 99.99% | 99.99% |
13/11/2024 | 0.95% | 83.38 % | 84.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,977 EUR | 211,977 EUR | 99.99% | 99.99% |
12/11/2024 | 0.93% | 85.14 % | 85.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,042 EUR | 217,042 EUR | 99.85% | 99.85% |
11/11/2024 | 0.91% | 87.04 % | 87.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,954 EUR | 220,954 EUR | 100.00% | 100.00% |
08/11/2024 | 0.91% | 86.82 % | 87.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,276 EUR | 221,276 EUR | 99.85% | 99.85% |
07/11/2024 | 0.92% | 87.07 % | 87.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,819 EUR | 217,819 EUR | 99.92% | 99.92% |