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 | 0.73% | 94.45 % | 95.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,647 EUR | 143,697 EUR | 100.00% | 100.00% |
19/11/2024 | 0.73% | 95.33 % | 96.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,966 EUR | 144,016 EUR | 89.36% | 89.36% |
18/11/2024 | 0.73% | 95.28 % | 95.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,923 EUR | 143,973 EUR | 99.67% | 99.67% |
15/11/2024 | 0.73% | 95.04 % | 95.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,585 EUR | 143,635 EUR | 100.00% | 100.00% |
14/11/2024 | 0.74% | 95.36 % | 96.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,287 EUR | 143,337 EUR | 98.42% | 98.42% |
13/11/2024 | 0.73% | 95.28 % | 95.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,499 EUR | 144,549 EUR | 98.27% | 98.27% |
12/11/2024 | 0.71% | 96.87 % | 97.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,987 EUR | 148,037 EUR | 96.08% | 96.08% |
11/11/2024 | 0.70% | 99.98 % | 100.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,894 EUR | 150,944 EUR | 100.00% | 100.00% |
08/11/2024 | 0.70% | 99.63 % | 100.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,652 EUR | 150,702 EUR | 99.83% | 99.83% |
07/11/2024 | 0.70% | 99.78 % | 100.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,682 EUR | 150,732 EUR | 100.00% | 100.00% |