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 | 0.81% | 98.21 % | 99.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,911 EUR | 247,911 EUR | 99.96% | 99.96% |
19/11/2024 | 0.81% | 98.25 % | 99.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,869 EUR | 247,869 EUR | 99.77% | 99.77% |
18/11/2024 | 0.81% | 98.98 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,953 EUR | 248,953 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.47 % | 99.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,232 EUR | 248,232 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.32 % | 99.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,620 EUR | 247,620 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.01 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,703 EUR | 247,703 EUR | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.36 % | 99.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,718 EUR | 248,718 EUR | 99.98% | 99.98% |
11/11/2024 | 0.81% | 98.91 % | 99.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,088 EUR | 249,088 EUR | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.48 % | 99.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,172 EUR | 248,172 EUR | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.33 % | 99.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,238 EUR | 248,238 EUR | 100.00% | 100.00% |