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 | 0.70% | 100.22 % | 100.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,452 EUR | 151,502 EUR | 100.00% | 100.00% |
19/11/2024 | 0.70% | 100.17 % | 100.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,104 EUR | 151,154 EUR | 89.36% | 89.36% |
18/11/2024 | 0.69% | 100.58 % | 101.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,776 EUR | 151,826 EUR | 99.67% | 99.67% |
15/11/2024 | 0.70% | 100.30 % | 101.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,539 EUR | 151,589 EUR | 100.00% | 100.00% |
14/11/2024 | 0.70% | 100.22 % | 100.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,216 EUR | 151,266 EUR | 100.00% | 100.00% |
13/11/2024 | 0.70% | 99.98 % | 100.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,054 EUR | 151,104 EUR | 100.00% | 100.00% |
12/11/2024 | 0.70% | 99.88 % | 100.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,155 EUR | 151,205 EUR | 98.73% | 98.73% |
11/11/2024 | 0.70% | 100.31 % | 101.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,322 EUR | 151,372 EUR | 100.00% | 100.00% |
08/11/2024 | 0.70% | 99.94 % | 100.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,930 EUR | 150,980 EUR | 99.84% | 99.84% |
07/11/2024 | 0.70% | 100.02 % | 100.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,020 EUR | 151,070 EUR | 100.00% | 100.00% |