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 | 0.48% | 103.92 % | 104.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,819 EUR | 261,069 EUR | 100.00% | 100.00% |
19/11/2024 | 0.48% | 103.90 % | 104.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,756 EUR | 261,006 EUR | 89.38% | 89.38% |
18/11/2024 | 0.48% | 103.88 % | 104.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,717 EUR | 260,967 EUR | 99.68% | 99.68% |
15/11/2024 | 0.48% | 103.88 % | 104.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,693 EUR | 260,943 EUR | 100.00% | 100.00% |
14/11/2024 | 0.48% | 103.85 % | 104.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,592 EUR | 260,842 EUR | 100.00% | 100.00% |
13/11/2024 | 0.48% | 103.81 % | 104.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,525 EUR | 260,775 EUR | 100.00% | 100.00% |
12/11/2024 | 0.48% | 103.79 % | 104.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,488 EUR | 260,738 EUR | 98.74% | 98.74% |
11/11/2024 | 0.48% | 103.78 % | 104.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,426 EUR | 260,676 EUR | 100.00% | 100.00% |
08/11/2024 | 0.48% | 103.74 % | 104.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,345 EUR | 260,595 EUR | 99.85% | 99.85% |
07/11/2024 | 0.48% | 103.73 % | 104.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,331 EUR | 260,581 EUR | 100.00% | 100.00% |