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 | 0.92% | 86.41 % | 87.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,694 EUR | 218,694 EUR | 99.90% | 99.90% |
19/11/2024 | 0.91% | 86.58 % | 87.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,759 EUR | 220,759 EUR | 99.59% | 99.59% |
18/11/2024 | 0.91% | 87.05 % | 87.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,955 EUR | 219,955 EUR | 99.99% | 99.99% |
15/11/2024 | 0.91% | 86.97 % | 87.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,165 EUR | 221,165 EUR | 99.97% | 99.97% |
14/11/2024 | 0.90% | 88.50 % | 89.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,508 EUR | 222,508 EUR | 99.98% | 99.98% |
13/11/2024 | 0.92% | 86.90 % | 87.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,161 EUR | 218,161 EUR | 99.87% | 99.87% |
12/11/2024 | 0.91% | 86.23 % | 87.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,364 EUR | 220,364 EUR | 99.95% | 99.95% |
11/11/2024 | 0.89% | 88.38 % | 89.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,706 EUR | 226,706 EUR | 99.99% | 99.99% |
08/11/2024 | 0.89% | 89.99 % | 90.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,991 EUR | 225,991 EUR | 99.99% | 99.99% |
07/11/2024 | 0.91% | 89.35 % | 90.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,921 EUR | 221,921 EUR | 99.89% | 99.89% |