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% | 101.80 % | 102.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,488 EUR | 256,538 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.06 % | 102.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,444 EUR | 257,494 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.89 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,912 EUR | 256,962 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.27 % | 103.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,279 EUR | 258,333 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.34 % | 103.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,316 EUR | 258,368 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.27 % | 103.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,818 EUR | 257,868 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.46 % | 103.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,132 EUR | 258,182 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.01 % | 102.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,550 EUR | 257,600 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.95 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,449 EUR | 256,499 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,673 EUR | 255,711 EUR | 100.00% | 100.00% |