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 | 0.82% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,924 EUR | 244,924 EUR | 100.00% | 100.00% |
19/11/2024 | 0.82% | 97.50 % | 98.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,995 EUR | 245,995 EUR | 99.91% | 99.91% |
18/11/2024 | 0.82% | 97.67 % | 98.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,263 EUR | 246,263 EUR | 100.00% | 100.00% |
15/11/2024 | 0.82% | 97.59 % | 98.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,233 EUR | 246,233 EUR | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.61 % | 98.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,561 EUR | 245,561 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.65 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,255 EUR | 251,255 EUR | 99.80% | 99.80% |
12/11/2024 | 0.80% | 98.81 % | 99.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,062 EUR | 250,062 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,226 EUR | 251,226 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.18 % | 99.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,921 EUR | 249,921 EUR | 99.99% | 99.99% |
07/11/2024 | 0.80% | 99.08 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,807 EUR | 249,807 EUR | 99.99% | 99.99% |