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% | 82.70 % | 83.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,690 EUR | 211,690 EUR | 99.99% | 99.99% |
19/11/2024 | 0.92% | 86.04 % | 86.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,410 EUR | 218,410 EUR | 99.73% | 99.73% |
18/11/2024 | 0.90% | 87.94 % | 88.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,144 EUR | 223,144 EUR | 99.98% | 99.98% |
15/11/2024 | 0.90% | 88.59 % | 89.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,744 EUR | 223,744 EUR | 100.00% | 100.00% |
14/11/2024 | 0.90% | 88.67 % | 89.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,068 EUR | 222,068 EUR | 99.99% | 99.99% |
13/11/2024 | 0.90% | 87.41 % | 88.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,415 EUR | 222,415 EUR | 99.83% | 99.83% |
12/11/2024 | 0.88% | 88.97 % | 89.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,891 EUR | 227,891 EUR | 100.00% | 100.00% |
11/11/2024 | 0.88% | 90.45 % | 91.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,582 EUR | 227,582 EUR | 99.92% | 99.92% |
08/11/2024 | 0.88% | 90.77 % | 91.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,312 EUR | 228,312 EUR | 99.82% | 99.82% |
07/11/2024 | 0.87% | 92.13 % | 92.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,940 EUR | 229,940 EUR | 100.00% | 100.00% |