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 | 0.90% | 88.33 % | 89.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,062 EUR | 224,062 EUR | 99.85% | 99.85% |
19/11/2024 | 0.90% | 88.09 % | 88.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,479 EUR | 222,479 EUR | 99.48% | 99.48% |
18/11/2024 | 0.89% | 89.33 % | 90.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,732 EUR | 224,732 EUR | 99.96% | 99.96% |
15/11/2024 | 0.89% | 89.22 % | 90.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,423 EUR | 225,423 EUR | 99.99% | 99.99% |
14/11/2024 | 0.90% | 89.11 % | 89.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,462 EUR | 223,462 EUR | 99.98% | 99.98% |
13/11/2024 | 0.91% | 87.78 % | 88.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,357 EUR | 221,357 EUR | 99.86% | 99.86% |
12/11/2024 | 0.90% | 87.27 % | 88.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,754 EUR | 223,754 EUR | 100.00% | 100.00% |
11/11/2024 | 0.88% | 89.96 % | 90.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,754 EUR | 227,754 EUR | 100.00% | 100.00% |
08/11/2024 | 0.88% | 90.03 % | 90.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,725 EUR | 227,725 EUR | 100.00% | 100.00% |
07/11/2024 | 0.87% | 91.91 % | 92.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,519 EUR | 230,519 EUR | 99.98% | 99.98% |