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% | 87.45 % | 88.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,302 EUR | 222,302 EUR | 99.92% | 99.92% |
19/11/2024 | 0.90% | 88.53 % | 89.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,740 EUR | 223,740 EUR | 99.91% | 99.91% |
18/11/2024 | 0.88% | 89.35 % | 90.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,634 EUR | 228,634 EUR | 99.99% | 99.99% |
15/11/2024 | 0.85% | 91.60 % | 92.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,367 EUR | 237,367 EUR | 97.08% | 97.08% |
14/11/2024 | 0.84% | 96.72 % | 97.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,813 EUR | 238,813 EUR | 96.80% | 96.80% |
13/11/2024 | 0.84% | 95.01 % | 95.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,487 EUR | 240,487 EUR | 99.85% | 99.85% |
12/11/2024 | 0.83% | 95.83 % | 96.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,018 EUR | 243,018 EUR | 99.98% | 99.98% |
11/11/2024 | 0.83% | 96.83 % | 97.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,052 EUR | 243,052 EUR | 100.00% | 100.00% |
08/11/2024 | 0.83% | 95.90 % | 96.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,088 EUR | 243,088 EUR | 99.99% | 99.99% |
07/11/2024 | 0.82% | 96.55 % | 97.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,192 EUR | 244,192 EUR | 99.92% | 99.92% |