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 | 0.87% | 91.85 % | 92.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,843 EUR | 231,843 EUR | 99.97% | 99.97% |
19/11/2024 | 0.87% | 91.62 % | 92.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,896 EUR | 230,896 EUR | 99.67% | 99.67% |
18/11/2024 | 0.86% | 92.26 % | 93.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,760 EUR | 232,760 EUR | 100.00% | 100.00% |
15/11/2024 | 0.86% | 92.83 % | 93.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,461 EUR | 234,461 EUR | 100.00% | 100.00% |
14/11/2024 | 0.85% | 93.44 % | 94.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,744 EUR | 235,744 EUR | 100.00% | 100.00% |
13/11/2024 | 0.85% | 93.35 % | 94.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,030 EUR | 236,030 EUR | 99.89% | 99.89% |
12/11/2024 | 0.84% | 93.88 % | 94.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,958 EUR | 237,958 EUR | 99.97% | 99.97% |
11/11/2024 | 0.84% | 95.04 % | 95.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,602 EUR | 239,602 EUR | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.74 % | 95.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,550 EUR | 239,550 EUR | 100.00% | 100.00% |
07/11/2024 | 0.83% | 95.82 % | 96.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,399 EUR | 241,399 EUR | 99.95% | 99.95% |