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 | 0.47% | 105.53 % | 106.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,846 EUR | 265,096 EUR | 100.00% | 100.00% |
19/11/2024 | 0.47% | 105.44 % | 105.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,558 EUR | 264,808 EUR | 89.38% | 89.38% |
18/11/2024 | 0.47% | 105.47 % | 105.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,677 EUR | 264,927 EUR | 99.66% | 99.66% |
15/11/2024 | 0.47% | 105.45 % | 105.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,626 EUR | 264,876 EUR | 100.00% | 100.00% |
14/11/2024 | 0.47% | 105.40 % | 105.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,458 EUR | 264,708 EUR | 100.00% | 100.00% |
13/11/2024 | 0.47% | 105.25 % | 105.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,147 EUR | 264,397 EUR | 100.00% | 100.00% |
12/11/2024 | 0.47% | 105.17 % | 105.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,355 EUR | 264,605 EUR | 98.71% | 98.71% |
11/11/2024 | 0.47% | 105.39 % | 105.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,488 EUR | 264,738 EUR | 100.00% | 100.00% |
08/11/2024 | 0.47% | 105.33 % | 105.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,450 EUR | 264,700 EUR | 99.84% | 99.84% |
07/11/2024 | 0.47% | 105.39 % | 105.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,431 EUR | 264,681 EUR | 100.00% | 100.00% |