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 | 0.88% | 89.52 % | 90.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,777 EUR | 227,777 EUR | 99.93% | 99.93% |
19/11/2024 | 0.89% | 90.16 % | 90.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,977 EUR | 226,977 EUR | 99.89% | 99.89% |
18/11/2024 | 0.87% | 91.26 % | 92.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,911 EUR | 229,911 EUR | 100.00% | 100.00% |
15/11/2024 | 0.88% | 90.47 % | 91.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,417 EUR | 228,417 EUR | 99.98% | 99.98% |
14/11/2024 | 0.89% | 90.09 % | 90.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,060 EUR | 226,060 EUR | 100.00% | 100.00% |
13/11/2024 | 0.90% | 88.16 % | 88.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,510 EUR | 223,510 EUR | 99.87% | 99.87% |
12/11/2024 | 0.88% | 89.42 % | 90.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,115 EUR | 229,115 EUR | 99.98% | 99.98% |
11/11/2024 | 0.88% | 91.02 % | 91.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,442 EUR | 228,442 EUR | 100.00% | 100.00% |
08/11/2024 | 0.88% | 89.70 % | 90.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,673 EUR | 227,673 EUR | 99.80% | 99.80% |
07/11/2024 | 0.87% | 92.31 % | 93.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,343 EUR | 231,343 EUR | 99.93% | 99.93% |