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% | 104.83 % | 105.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,492 EUR | 264,592 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 104.75 % | 105.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,019 EUR | 264,123 EUR | 99.99% | 99.99% |
18/11/2024 | 0.80% | 105.22 % | 106.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,783 EUR | 264,884 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 104.75 % | 105.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,889 EUR | 263,989 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 104.56 % | 105.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,258 EUR | 263,358 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 104.26 % | 105.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,587 EUR | 262,687 EUR | 99.88% | 99.88% |
12/11/2024 | 0.80% | 104.22 % | 105.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,255 EUR | 263,355 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 104.92 % | 105.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,372 EUR | 264,472 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 104.81 % | 105.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,886 EUR | 263,986 EUR | 99.93% | 99.93% |
07/11/2024 | 0.80% | 104.72 % | 105.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,777 EUR | 263,877 EUR | 100.00% | 100.00% |