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% | 104.11 % | 104.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,906 EUR | 264,005 EUR | 99.89% | 99.89% |
19/11/2024 | 0.80% | 104.14 % | 104.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,603 EUR | 262,697 EUR | 99.97% | 99.97% |
18/11/2024 | 0.80% | 104.94 % | 105.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,721 EUR | 263,821 EUR | 99.99% | 99.99% |
15/11/2024 | 0.80% | 104.55 % | 105.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,362 EUR | 264,462 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 104.78 % | 105.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,358 EUR | 263,458 EUR | 99.98% | 99.98% |
13/11/2024 | 0.80% | 103.79 % | 104.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,174 EUR | 262,266 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 103.97 % | 104.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,075 EUR | 263,175 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 105.07 % | 105.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,312 EUR | 265,435 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 105.05 % | 105.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,770 EUR | 264,874 EUR | 99.95% | 99.95% |
07/11/2024 | 0.80% | 105.12 % | 105.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,234 EUR | 264,336 EUR | 100.00% | 100.00% |