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 | 1.00% | 60.56 % | 61.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 152,057 EUR | 153,586 EUR | 100.00% | 100.00% |
19/11/2024 | 1.00% | 60.70 % | 61.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 151,820 EUR | 153,345 EUR | 99.84% | 99.84% |
18/11/2024 | 1.00% | 62.62 % | 63.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 157,391 EUR | 158,973 EUR | 99.98% | 99.98% |
15/11/2024 | 1.00% | 63.93 % | 64.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 161,709 EUR | 163,333 EUR | 100.00% | 100.00% |
14/11/2024 | 1.00% | 65.84 % | 66.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 163,276 EUR | 164,919 EUR | 99.90% | 99.90% |
13/11/2024 | 1.00% | 63.71 % | 64.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 161,893 EUR | 163,520 EUR | 99.96% | 99.96% |
12/11/2024 | 1.00% | 66.37 % | 67.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 168,190 EUR | 169,882 EUR | 99.98% | 99.98% |
11/11/2024 | 1.00% | 66.80 % | 67.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,941 EUR | 168,617 EUR | 99.93% | 99.93% |
08/11/2024 | 1.00% | 65.34 % | 66.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 163,473 EUR | 165,119 EUR | 100.00% | 100.00% |
07/11/2024 | 1.00% | 66.22 % | 66.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,506 EUR | 168,180 EUR | 99.99% | 99.99% |