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% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,273 EUR | 252,277 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,926 EUR | 251,930 EUR | 99.99% | 99.99% |
18/11/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,962 EUR | 252,986 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,713 EUR | 253,738 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.67 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,200 EUR | 253,225 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.13 % | 100.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,508 EUR | 253,523 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.14 % | 101.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,491 EUR | 255,521 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,235 EUR | 256,285 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,799 EUR | 254,824 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,901 EUR | 253,926 EUR | 100.00% | 100.00% |