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% | 98.84 % | 99.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,634 EUR | 149,684 EUR | 100.00% | 100.00% |
19/11/2024 | 0.71% | 98.95 % | 99.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,201 EUR | 149,251 EUR | 89.37% | 89.37% |
18/11/2024 | 0.70% | 99.53 % | 100.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,273 EUR | 150,323 EUR | 99.68% | 99.68% |
15/11/2024 | 0.70% | 99.36 % | 100.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,249 EUR | 150,299 EUR | 100.00% | 100.00% |
14/11/2024 | 0.70% | 99.11 % | 99.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,423 EUR | 149,473 EUR | 100.00% | 100.00% |
13/11/2024 | 0.71% | 98.70 % | 99.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,219 EUR | 149,269 EUR | 100.00% | 100.00% |
12/11/2024 | 0.70% | 98.73 % | 99.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,731 EUR | 149,781 EUR | 98.74% | 98.74% |
11/11/2024 | 0.70% | 99.33 % | 100.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,917 EUR | 149,967 EUR | 100.00% | 100.00% |
08/11/2024 | 0.71% | 98.79 % | 99.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,097 EUR | 149,147 EUR | 99.83% | 99.83% |
07/11/2024 | 0.71% | 98.64 % | 99.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,056 EUR | 149,106 EUR | 100.00% | 100.00% |