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% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,213 EUR | 249,213 EUR | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.69 % | 99.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,531 EUR | 248,531 EUR | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.75 % | 99.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,541 EUR | 248,541 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.56 % | 99.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,843 EUR | 248,843 EUR | 99.98% | 99.98% |
14/11/2024 | 0.81% | 99.08 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,111 EUR | 249,111 EUR | 99.92% | 99.92% |
13/11/2024 | 0.81% | 98.33 % | 99.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,668 EUR | 247,668 EUR | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.46 % | 99.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,574 EUR | 248,574 EUR | 99.99% | 99.99% |
11/11/2024 | 0.80% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,732 EUR | 249,732 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,594 EUR | 249,594 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,632 EUR | 250,632 EUR | 100.00% | 100.00% |