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% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,248 EUR | 252,248 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,826 EUR | 251,829 EUR | 99.89% | 99.89% |
18/11/2024 | 0.80% | 100.22 % | 101.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,415 EUR | 252,418 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.93 % | 100.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,923 EUR | 251,923 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,133 EUR | 251,133 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,745 EUR | 250,745 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.45 % | 100.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,445 EUR | 251,445 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.97 % | 100.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,999 EUR | 251,999 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.67 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,156 EUR | 251,156 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,303 EUR | 251,303 EUR | 100.00% | 100.00% |