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% | 103.54 % | 104.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,979 EUR | 261,054 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.12 % | 102.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,055 EUR | 257,104 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.61 % | 103.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,100 EUR | 257,150 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.16 % | 102.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,572 EUR | 258,635 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.98 % | 103.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,781 EUR | 259,855 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.90 % | 103.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,547 EUR | 257,598 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.29 % | 103.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,978 EUR | 260,050 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.80 % | 104.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,997 EUR | 261,072 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.44 % | 103.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,224 EUR | 257,274 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,798 EUR | 256,848 EUR | 99.70% | 99.70% |