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 | 0.87% | 91.47 % | 92.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,923 EUR | 230,923 EUR | 99.86% | 99.86% |
19/11/2024 | 0.87% | 91.25 % | 92.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,961 EUR | 229,961 EUR | 99.79% | 99.79% |
18/11/2024 | 0.87% | 91.91 % | 92.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,859 EUR | 231,859 EUR | 100.00% | 100.00% |
15/11/2024 | 0.86% | 92.43 % | 93.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,582 EUR | 233,582 EUR | 100.00% | 100.00% |
14/11/2024 | 0.86% | 93.10 % | 93.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,891 EUR | 234,891 EUR | 99.99% | 99.99% |
13/11/2024 | 0.85% | 93.00 % | 93.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,134 EUR | 235,134 EUR | 99.82% | 99.82% |
12/11/2024 | 0.85% | 93.53 % | 94.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,089 EUR | 237,089 EUR | 99.97% | 99.97% |
11/11/2024 | 0.84% | 94.70 % | 95.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,734 EUR | 238,734 EUR | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.41 % | 95.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,729 EUR | 238,729 EUR | 100.00% | 100.00% |
07/11/2024 | 0.83% | 95.50 % | 96.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,580 EUR | 240,580 EUR | 99.95% | 99.95% |