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% | 102.87 % | 103.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,835 EUR | 258,900 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.96 % | 103.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,708 EUR | 259,783 EUR | 99.98% | 99.98% |
18/11/2024 | 0.80% | 102.59 % | 103.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,443 EUR | 258,493 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.69 % | 104.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,987 EUR | 262,079 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 103.98 % | 104.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,724 EUR | 261,812 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 103.79 % | 104.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,947 EUR | 262,039 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 104.07 % | 104.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,163 EUR | 262,263 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 104.06 % | 104.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,819 EUR | 261,902 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.61 % | 104.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,068 EUR | 260,143 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,896 EUR | 257,950 EUR | 100.00% | 100.00% |