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 | 0.81% | 98.61 % | 99.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,427 EUR | 249,427 EUR | 99.94% | 99.94% |
19/11/2024 | 0.80% | 98.98 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,741 EUR | 249,741 EUR | 99.83% | 99.83% |
18/11/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,181 EUR | 251,181 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,204 EUR | 251,204 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.47 % | 100.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,677 EUR | 250,677 EUR | 99.99% | 99.99% |
13/11/2024 | 0.80% | 98.96 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,823 EUR | 249,823 EUR | 99.83% | 99.83% |
12/11/2024 | 0.80% | 98.92 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,030 EUR | 251,030 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.01 % | 100.81 % | 246,000 | 250,000 | 248,195 | 250,000 | 248,262 EUR | 252,068 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.46 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,815 EUR | 250,815 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.43 % | 100.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,020 EUR | 251,020 EUR | 99.99% | 99.99% |