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 | 0.90% | 87.79 % | 88.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,818 EUR | 222,818 EUR | 100.00% | 100.00% |
19/11/2024 | 0.90% | 88.73 % | 89.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,977 EUR | 222,977 EUR | 99.91% | 99.91% |
18/11/2024 | 0.89% | 89.63 % | 90.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,409 EUR | 226,409 EUR | 100.00% | 100.00% |
15/11/2024 | 0.89% | 89.81 % | 90.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,854 EUR | 226,854 EUR | 100.00% | 100.00% |
14/11/2024 | 0.90% | 89.33 % | 90.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,195 EUR | 224,195 EUR | 100.00% | 100.00% |
13/11/2024 | 0.90% | 88.79 % | 89.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,121 EUR | 224,121 EUR | 99.80% | 99.80% |
12/11/2024 | 0.89% | 89.05 % | 89.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,805 EUR | 225,805 EUR | 99.98% | 99.98% |
11/11/2024 | 0.87% | 91.61 % | 92.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,315 EUR | 231,315 EUR | 100.00% | 100.00% |
08/11/2024 | 0.87% | 90.98 % | 91.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,883 EUR | 230,883 EUR | 99.82% | 99.82% |
07/11/2024 | 0.85% | 93.40 % | 94.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,186 EUR | 235,186 EUR | 100.00% | 100.00% |