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% | 101.90 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,150 EUR | 257,200 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,094 EUR | 257,144 EUR | 99.99% | 99.99% |
18/11/2024 | 0.80% | 102.24 % | 103.06 % | 220,000 | 250,000 | 224,459 | 250,000 | 229,459 EUR | 257,622 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.84 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,704 EUR | 256,754 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.91 % | 102.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,696 EUR | 256,746 EUR | 99.93% | 99.93% |
13/11/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,307 EUR | 256,357 EUR | 99.98% | 99.98% |
12/11/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,689 EUR | 256,739 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.95 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,577 EUR | 256,627 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,532 EUR | 255,570 EUR | 99.92% | 99.92% |
07/11/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,713 EUR | 255,749 EUR | 100.00% | 100.00% |