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% | 97.70 % | 98.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,793 EUR | 246,793 EUR | 100.00% | 100.00% |
19/11/2024 | 0.82% | 97.63 % | 98.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,117 EUR | 246,117 EUR | 99.75% | 99.75% |
18/11/2024 | 0.81% | 98.42 % | 99.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,562 EUR | 247,562 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.81 % | 98.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,123 EUR | 247,123 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.17 % | 98.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,897 EUR | 246,897 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.17 % | 98.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,662 EUR | 247,662 EUR | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.51 % | 99.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,679 EUR | 248,679 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,934 EUR | 249,934 EUR | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.39 % | 99.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,009 EUR | 248,009 EUR | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,638 EUR | 248,638 EUR | 100.00% | 100.00% |