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 | 0.88% | 90.31 % | 91.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,134 EUR | 228,134 EUR | 99.92% | 99.92% |
19/11/2024 | 0.88% | 90.45 % | 91.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,404 EUR | 228,404 EUR | 99.78% | 99.78% |
18/11/2024 | 0.86% | 92.20 % | 93.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,507 EUR | 232,507 EUR | 100.00% | 100.00% |
15/11/2024 | 0.86% | 92.20 % | 93.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,985 EUR | 232,985 EUR | 100.00% | 100.00% |
14/11/2024 | 0.87% | 91.46 % | 92.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,144 EUR | 230,144 EUR | 100.00% | 100.00% |
13/11/2024 | 0.88% | 90.62 % | 91.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,473 EUR | 229,473 EUR | 99.75% | 99.75% |
12/11/2024 | 0.86% | 91.75 % | 92.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,733 EUR | 232,733 EUR | 100.00% | 100.00% |
11/11/2024 | 0.86% | 92.62 % | 93.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,809 EUR | 233,809 EUR | 100.00% | 100.00% |
08/11/2024 | 0.86% | 92.23 % | 93.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,326 EUR | 232,326 EUR | 99.89% | 99.89% |
07/11/2024 | 0.86% | 92.41 % | 93.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,628 EUR | 233,628 EUR | 100.00% | 100.00% |