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 | 0.71% | 98.67 % | 99.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,309 EUR | 149,359 EUR | 100.00% | 100.00% |
19/11/2024 | 0.71% | 98.32 % | 99.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,655 EUR | 148,705 EUR | 89.40% | 89.40% |
18/11/2024 | 0.71% | 98.83 % | 99.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,954 EUR | 149,004 EUR | 99.67% | 99.67% |
15/11/2024 | 0.71% | 98.39 % | 99.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,723 EUR | 148,773 EUR | 100.00% | 100.00% |
14/11/2024 | 0.71% | 98.45 % | 99.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,266 EUR | 148,316 EUR | 100.00% | 100.00% |
13/11/2024 | 0.71% | 98.23 % | 98.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,170 EUR | 148,220 EUR | 100.00% | 100.00% |
12/11/2024 | 0.71% | 98.30 % | 99.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,163 EUR | 149,213 EUR | 98.73% | 98.73% |
11/11/2024 | 0.71% | 98.88 % | 99.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,258 EUR | 149,308 EUR | 100.00% | 100.00% |
08/11/2024 | 0.71% | 98.67 % | 99.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,306 EUR | 149,356 EUR | 99.85% | 99.85% |
07/11/2024 | 0.70% | 98.91 % | 99.61 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,430 EUR | 149,480 EUR | 100.00% | 100.00% |