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 | 0.69% | 100.91 % | 101.61 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,669 EUR | 152,719 EUR | 99.39% | 99.39% |
19/11/2024 | 0.69% | 100.72 % | 101.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,091 EUR | 152,141 EUR | 88.75% | 88.75% |
18/11/2024 | 0.69% | 101.15 % | 101.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,767 EUR | 152,817 EUR | 99.06% | 99.06% |
15/11/2024 | 0.69% | 101.04 % | 101.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,552 EUR | 152,602 EUR | 99.39% | 99.39% |
14/11/2024 | 0.69% | 100.80 % | 101.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,952 EUR | 152,002 EUR | 99.39% | 99.39% |
13/11/2024 | 0.69% | 100.51 % | 101.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,727 EUR | 151,777 EUR | 54.24% | 54.24% |
12/11/2024 | 0.72% | 95.27 % | 95.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,388 EUR | 145,438 EUR | 98.12% | 98.12% |
11/11/2024 | 0.72% | 96.50 % | 97.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,162 EUR | 146,212 EUR | 99.39% | 99.39% |
08/11/2024 | 0.74% | 93.95 % | 94.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,289 EUR | 142,339 EUR | 92.17% | 92.17% |
07/11/2024 | 0.75% | 94.20 % | 94.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 138,672 EUR | 139,722 EUR | 9.85% | 9.85% |