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 | 0.95% | 82.70 % | 83.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,493 EUR | 211,493 EUR | 99.95% | 99.95% |
19/11/2024 | 0.93% | 85.21 % | 86.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,340 EUR | 215,340 EUR | 99.84% | 99.84% |
18/11/2024 | 0.90% | 88.50 % | 89.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,220 EUR | 224,220 EUR | 100.00% | 100.00% |
15/11/2024 | 0.90% | 88.17 % | 88.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,595 EUR | 222,595 EUR | 100.00% | 100.00% |
14/11/2024 | 0.90% | 88.06 % | 88.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,124 EUR | 222,124 EUR | 99.94% | 99.94% |
13/11/2024 | 0.91% | 86.90 % | 87.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,661 EUR | 220,661 EUR | 99.53% | 99.53% |
12/11/2024 | 0.90% | 87.49 % | 88.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,228 EUR | 223,228 EUR | 99.97% | 99.97% |
11/11/2024 | 0.88% | 90.99 % | 91.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,590 EUR | 228,590 EUR | 100.00% | 100.00% |
08/11/2024 | 0.89% | 89.63 % | 90.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,905 EUR | 225,905 EUR | 100.00% | 100.00% |
07/11/2024 | 0.89% | 91.25 % | 92.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,692 EUR | 226,692 EUR | 100.00% | 100.00% |