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 | 0.84% | 94.27 % | 95.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,808 EUR | 238,808 EUR | 100.00% | 100.00% |
19/11/2024 | 0.84% | 95.47 % | 96.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,987 EUR | 238,987 EUR | 99.94% | 99.94% |
18/11/2024 | 0.83% | 95.64 % | 96.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,557 EUR | 240,557 EUR | 100.00% | 100.00% |
15/11/2024 | 0.84% | 94.57 % | 95.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,940 EUR | 238,940 EUR | 100.00% | 100.00% |
14/11/2024 | 0.84% | 94.66 % | 95.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,805 EUR | 238,805 EUR | 100.00% | 100.00% |
13/11/2024 | 0.84% | 94.79 % | 95.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,228 EUR | 239,228 EUR | 99.66% | 99.66% |
12/11/2024 | 0.84% | 95.13 % | 95.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,496 EUR | 240,496 EUR | 100.00% | 100.00% |
11/11/2024 | 0.84% | 95.41 % | 96.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,160 EUR | 240,160 EUR | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.89 % | 95.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,336 EUR | 239,336 EUR | 100.00% | 100.00% |
07/11/2024 | 0.84% | 94.92 % | 95.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,873 EUR | 238,873 EUR | 99.94% | 99.94% |