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 | 0.84% | 94.73 % | 95.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,327 EUR | 240,327 EUR | 99.90% | 99.90% |
19/11/2024 | 0.85% | 94.19 % | 94.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,821 EUR | 236,821 EUR | 99.82% | 99.82% |
18/11/2024 | 0.85% | 94.21 % | 95.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,237 EUR | 235,237 EUR | 99.98% | 99.98% |
15/11/2024 | 0.86% | 92.74 % | 93.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,838 EUR | 234,838 EUR | 99.98% | 99.98% |
14/11/2024 | 0.84% | 95.52 % | 96.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,958 EUR | 239,958 EUR | 100.00% | 100.00% |
13/11/2024 | 0.85% | 93.74 % | 94.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,555 EUR | 236,555 EUR | 99.90% | 99.90% |
12/11/2024 | 0.82% | 95.74 % | 96.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,568 EUR | 243,568 EUR | 99.98% | 99.98% |
11/11/2024 | 0.82% | 97.73 % | 98.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,715 EUR | 245,715 EUR | 100.00% | 100.00% |
08/11/2024 | 0.82% | 96.70 % | 97.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,678 EUR | 243,678 EUR | 99.98% | 99.98% |
07/11/2024 | 0.83% | 96.92 % | 97.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,260 EUR | 243,260 EUR | 100.00% | 100.00% |