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 | 0.95% | 82.35 % | 83.15 % | 250,000 | 200,000 | 250,000 | 228,051 | 208,971 EUR | 192,545 EUR | 99.91% | 99.91% |
19/11/2024 | 0.93% | 85.14 % | 85.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,449 EUR | 215,449 EUR | 99.76% | 99.76% |
18/11/2024 | 0.91% | 86.94 % | 87.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,267 EUR | 220,267 EUR | 100.00% | 100.00% |
15/11/2024 | 0.91% | 86.98 % | 87.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,666 EUR | 219,666 EUR | 100.00% | 100.00% |
14/11/2024 | 0.93% | 86.59 % | 87.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,481 EUR | 216,481 EUR | 100.00% | 100.00% |
13/11/2024 | 0.93% | 84.51 % | 85.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,016 EUR | 215,016 EUR | 99.74% | 99.74% |
12/11/2024 | 0.91% | 86.25 % | 87.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,883 EUR | 221,883 EUR | 99.99% | 99.99% |
11/11/2024 | 0.91% | 88.00 % | 88.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,818 EUR | 220,818 EUR | 100.00% | 100.00% |
08/11/2024 | 0.91% | 87.33 % | 88.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,021 EUR | 221,021 EUR | 99.88% | 99.88% |
07/11/2024 | 0.89% | 90.04 % | 90.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,840 EUR | 224,840 EUR | 99.95% | 99.95% |