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 | 0.82% | 96.84 % | 97.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,639 EUR | 244,639 EUR | 100.00% | 100.00% |
19/11/2024 | 0.82% | 96.89 % | 97.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,852 EUR | 243,852 EUR | 100.00% | 100.00% |
18/11/2024 | 0.82% | 97.49 % | 98.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,102 EUR | 246,102 EUR | 100.00% | 100.00% |
15/11/2024 | 0.82% | 97.40 % | 98.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,328 EUR | 245,328 EUR | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.32 % | 98.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,553 EUR | 245,553 EUR | 100.00% | 100.00% |
13/11/2024 | 0.82% | 97.36 % | 98.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,144 EUR | 246,144 EUR | 99.99% | 99.99% |
12/11/2024 | 0.82% | 97.33 % | 98.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,939 EUR | 245,939 EUR | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.38 % | 99.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,957 EUR | 247,957 EUR | 99.99% | 99.99% |
08/11/2024 | 0.81% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,768 EUR | 248,768 EUR | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.60 % | 99.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,797 EUR | 247,797 EUR | 99.99% | 99.99% |