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 | 0.50% | 99.99 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,466 EUR | 251,716 EUR | 100.00% | 100.00% |
19/11/2024 | 0.50% | 99.80 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,806 EUR | 250,056 EUR | 89.36% | 89.36% |
18/11/2024 | 0.50% | 100.25 % | 100.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,701 EUR | 251,951 EUR | 99.67% | 99.67% |
15/11/2024 | 0.50% | 100.11 % | 100.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,905 EUR | 252,155 EUR | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.05 % | 100.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,640 EUR | 250,890 EUR | 100.00% | 100.00% |
13/11/2024 | 0.50% | 99.06 % | 99.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,302 EUR | 249,552 EUR | 100.00% | 100.00% |
12/11/2024 | 0.50% | 99.93 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,091 EUR | 252,341 EUR | 98.72% | 98.72% |
11/11/2024 | 0.50% | 100.43 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,929 EUR | 252,179 EUR | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.77 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,034 EUR | 251,284 EUR | 99.83% | 99.83% |
07/11/2024 | 0.50% | 100.04 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,529 EUR | 251,779 EUR | 100.00% | 100.00% |