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 | 0.80% | 100.37 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,892 EUR | 252,917 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,282 EUR | 252,284 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.96 % | 100.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,030 EUR | 252,031 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,305 EUR | 252,305 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,526 EUR | 250,526 EUR | 85.97% | 85.97% |
13/11/2024 | 0.81% | 98.28 % | 99.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,676 EUR | 246,676 EUR | 99.92% | 99.92% |
12/11/2024 | 0.82% | 97.46 % | 98.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,592 EUR | 245,592 EUR | 100.00% | 100.00% |
11/11/2024 | 0.82% | 97.70 % | 98.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,500 EUR | 245,500 EUR | 99.95% | 99.95% |
08/11/2024 | 0.83% | 96.04 % | 96.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,230 EUR | 243,230 EUR | 100.00% | 100.00% |
07/11/2024 | 0.85% | 96.83 % | 97.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,359 EUR | 236,359 EUR | 77.16% | 77.16% |