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 | 0.58% | 102.29 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,361 EUR | 257,861 EUR | 100.00% | 100.00% |
19/11/2024 | 0.59% | 102.44 % | 103.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,305 EUR | 256,805 EUR | 89.38% | 89.38% |
18/11/2024 | 0.58% | 102.68 % | 103.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,548 EUR | 258,048 EUR | 99.66% | 99.66% |
15/11/2024 | 0.58% | 102.57 % | 103.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,833 EUR | 258,333 EUR | 100.00% | 100.00% |
14/11/2024 | 0.58% | 102.74 % | 103.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,870 EUR | 258,370 EUR | 100.00% | 100.00% |
13/11/2024 | 0.58% | 102.41 % | 103.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,433 EUR | 257,933 EUR | 100.00% | 100.00% |
12/11/2024 | 0.58% | 102.62 % | 103.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,974 EUR | 259,474 EUR | 98.75% | 98.75% |
11/11/2024 | 0.58% | 103.41 % | 104.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,373 EUR | 259,873 EUR | 100.00% | 100.00% |
08/11/2024 | 0.58% | 102.72 % | 103.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,593 EUR | 258,093 EUR | 99.83% | 99.83% |
07/11/2024 | 0.58% | 102.79 % | 103.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,959 EUR | 258,459 EUR | 100.00% | 100.00% |