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% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,057 EUR | 254,082 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,903 EUR | 253,928 EUR | 99.74% | 99.74% |
18/11/2024 | 0.80% | 101.14 % | 101.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,631 EUR | 254,656 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.83 % | 101.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,148 EUR | 254,173 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.49 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,828 EUR | 252,849 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.97 % | 100.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,250 EUR | 252,257 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,255 EUR | 253,280 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.74 % | 101.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,878 EUR | 253,903 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,017 EUR | 253,041 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.37 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,093 EUR | 253,118 EUR | 100.00% | 100.00% |