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 | 0.81% | 98.16 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,527 EUR | 247,527 EUR | 99.98% | 99.98% |
19/11/2024 | 0.80% | 101.22 % | 102.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,759 EUR | 254,786 EUR | 99.82% | 99.82% |
18/11/2024 | 0.80% | 101.59 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,430 EUR | 255,457 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,076 EUR | 255,101 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,694 EUR | 253,718 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,103 EUR | 253,121 EUR | 99.91% | 99.91% |
12/11/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,415 EUR | 255,451 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,594 EUR | 255,632 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.18 % | 101.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,858 EUR | 254,883 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,716 EUR | 254,741 EUR | 100.00% | 100.00% |