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 | 0.56% | 106.17 % | 106.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,509 EUR | 267,009 EUR | 100.00% | 100.00% |
19/11/2024 | 0.57% | 105.76 % | 106.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,220 EUR | 265,720 EUR | 89.38% | 89.38% |
18/11/2024 | 0.56% | 105.91 % | 106.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,777 EUR | 266,277 EUR | 99.68% | 99.68% |
15/11/2024 | 0.57% | 105.83 % | 106.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,676 EUR | 266,176 EUR | 100.00% | 100.00% |
14/11/2024 | 0.57% | 105.56 % | 106.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,533 EUR | 265,033 EUR | 100.00% | 100.00% |
13/11/2024 | 0.57% | 104.95 % | 105.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,482 EUR | 263,982 EUR | 100.00% | 100.00% |
12/11/2024 | 0.57% | 104.95 % | 105.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,034 EUR | 264,534 EUR | 98.75% | 98.75% |
11/11/2024 | 0.57% | 105.36 % | 105.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,314 EUR | 264,814 EUR | 100.00% | 100.00% |
08/11/2024 | 0.57% | 104.74 % | 105.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,987 EUR | 263,487 EUR | 99.85% | 99.85% |
07/11/2024 | 0.57% | 105.19 % | 105.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,942 EUR | 264,442 EUR | 100.00% | 100.00% |