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 | 0.80% | 101.29 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,541 EUR | 255,569 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,340 EUR | 255,368 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.60 % | 102.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,996 EUR | 256,046 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.54 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,691 EUR | 255,737 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.33 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,569 EUR | 255,602 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,372 EUR | 254,397 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.71 % | 101.52 % | 240,000 | 250,000 | 240,340 | 250,000 | 242,787 EUR | 254,570 EUR | 99.98% | 99.98% |
11/11/2024 | 0.80% | 101.18 % | 101.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,038 EUR | 255,063 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,489 EUR | 254,514 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,376 EUR | 254,401 EUR | 100.00% | 100.00% |