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 | 1.00% | 76.73 % | 77.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,934 EUR | 194,874 EUR | 99.82% | 99.82% |
19/11/2024 | 1.00% | 77.15 % | 77.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,698 EUR | 193,626 EUR | 99.61% | 99.61% |
18/11/2024 | 1.00% | 80.26 % | 81.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,898 EUR | 201,898 EUR | 99.98% | 99.98% |
15/11/2024 | 0.99% | 79.72 % | 80.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,165 EUR | 202,165 EUR | 100.00% | 100.00% |
14/11/2024 | 1.00% | 80.42 % | 81.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,019 EUR | 201,011 EUR | 99.94% | 99.94% |
13/11/2024 | 1.00% | 76.81 % | 77.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,257 EUR | 195,198 EUR | 99.88% | 99.88% |
12/11/2024 | 1.00% | 78.08 % | 78.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,137 EUR | 199,117 EUR | 99.98% | 99.98% |
11/11/2024 | 1.00% | 79.78 % | 80.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,286 EUR | 199,269 EUR | 99.98% | 99.98% |
08/11/2024 | 1.00% | 77.82 % | 78.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,370 EUR | 198,342 EUR | 99.96% | 99.96% |
07/11/2024 | 0.97% | 82.27 % | 83.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,424 EUR | 207,424 EUR | 99.90% | 99.90% |