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% | 104.91 % | 105.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,714 EUR | 264,820 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 105.22 % | 106.07 % | 246,000 | 250,000 | 246,331 | 250,000 | 259,604 EUR | 265,589 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 105.31 % | 106.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,433 EUR | 265,558 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 105.17 % | 106.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,933 EUR | 265,039 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 105.00 % | 105.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,085 EUR | 264,185 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 104.58 % | 105.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,103 EUR | 264,203 EUR | 99.69% | 99.69% |
12/11/2024 | 0.80% | 103.12 % | 103.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,826 EUR | 260,901 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.52 % | 104.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,250 EUR | 261,325 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.10 % | 103.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,836 EUR | 259,911 EUR | 99.89% | 99.89% |
07/11/2024 | 0.80% | 103.00 % | 103.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,464 EUR | 259,538 EUR | 100.00% | 100.00% |