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 | 0.80% | 102.94 % | 103.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,476 EUR | 259,551 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.97 % | 103.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,348 EUR | 259,423 EUR | 99.94% | 99.94% |
18/11/2024 | 0.80% | 103.01 % | 103.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,434 EUR | 259,509 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.79 % | 103.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,010 EUR | 259,085 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.81 % | 103.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,987 EUR | 259,060 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.56 % | 103.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,656 EUR | 258,710 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.56 % | 103.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,794 EUR | 258,863 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.76 % | 103.59 % | 240,000 | 250,000 | 240,024 | 250,000 | 246,439 EUR | 258,739 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.41 % | 103.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,941 EUR | 257,991 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.34 % | 103.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,989 EUR | 258,039 EUR | 100.00% | 100.00% |