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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.89% | 89.77 % | 90.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,391 EUR | 226,391 EUR | 99.34% | 99.34% |
22/11/2024 | 0.90% | 88.86 % | 89.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,800 EUR | 222,800 EUR | 99.77% | 99.77% |
20/11/2024 | 0.90% | 88.21 % | 89.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,760 EUR | 223,760 EUR | 100.00% | 100.00% |
19/11/2024 | 0.90% | 87.97 % | 88.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,174 EUR | 222,174 EUR | 99.48% | 99.48% |
18/11/2024 | 0.90% | 89.22 % | 90.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,452 EUR | 224,452 EUR | 99.99% | 99.99% |
15/11/2024 | 0.89% | 89.11 % | 89.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,143 EUR | 225,143 EUR | 99.97% | 99.97% |
14/11/2024 | 0.90% | 89.00 % | 89.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,194 EUR | 223,194 EUR | 99.97% | 99.97% |
13/11/2024 | 0.91% | 87.67 % | 88.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,087 EUR | 221,087 EUR | 100.00% | 100.00% |
12/11/2024 | 0.90% | 87.17 % | 87.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,487 EUR | 223,487 EUR | 100.00% | 100.00% |
11/11/2024 | 0.88% | 89.85 % | 90.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,462 EUR | 227,462 EUR | 100.00% | 100.00% |