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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,171 EUR | 250,171 EUR | 100.00% | 100.00% |
20/11/2024 | 0.81% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,989 EUR | 248,989 EUR | 99.92% | 99.92% |
19/11/2024 | 0.81% | 98.23 % | 99.03 % | 240,000 | 250,000 | 243,796 | 250,000 | 239,324 EUR | 247,408 EUR | 99.99% | 99.99% |
18/11/2024 | 0.81% | 98.61 % | 99.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,489 EUR | 248,489 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,912 EUR | 248,912 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 98.94 % | 99.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,463 EUR | 249,463 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.65 % | 99.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,878 EUR | 248,878 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 98.64 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,631 EUR | 249,631 EUR | 99.99% | 99.99% |
11/11/2024 | 0.80% | 99.27 % | 100.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,239 EUR | 250,239 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.07 % | 99.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,935 EUR | 249,935 EUR | 100.00% | 100.00% |