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% | 106.47 % | 107.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,692 EUR | 268,841 EUR | 99.95% | 99.95% |
19/11/2024 | 0.80% | 106.38 % | 107.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,934 EUR | 268,063 EUR | 99.89% | 99.89% |
18/11/2024 | 0.80% | 107.17 % | 108.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,406 EUR | 269,556 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 106.60 % | 107.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,091 EUR | 269,241 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 106.80 % | 107.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,587 EUR | 268,732 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 106.76 % | 107.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,991 EUR | 269,139 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 106.85 % | 107.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,504 EUR | 269,654 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 107.52 % | 108.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,526 EUR | 270,676 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 106.75 % | 107.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,941 EUR | 269,091 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 107.08 % | 107.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,485 EUR | 269,635 EUR | 100.00% | 100.00% |