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 | 0.89% | 88.50 % | 89.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,728 EUR | 225,728 EUR | 99.99% | 99.99% |
19/11/2024 | 0.87% | 91.50 % | 92.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,814 EUR | 231,814 EUR | 99.79% | 99.79% |
18/11/2024 | 0.85% | 92.91 % | 93.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,387 EUR | 235,387 EUR | 100.00% | 100.00% |
15/11/2024 | 0.85% | 93.56 % | 94.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,083 EUR | 236,083 EUR | 100.00% | 100.00% |
14/11/2024 | 0.86% | 93.56 % | 94.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,726 EUR | 234,726 EUR | 100.00% | 100.00% |
13/11/2024 | 0.86% | 92.68 % | 93.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,921 EUR | 234,921 EUR | 99.93% | 99.93% |
12/11/2024 | 0.84% | 93.55 % | 94.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,831 EUR | 238,831 EUR | 99.95% | 99.95% |
11/11/2024 | 0.84% | 95.03 % | 95.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,098 EUR | 239,098 EUR | 100.00% | 100.00% |
08/11/2024 | 0.84% | 95.08 % | 95.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,217 EUR | 239,217 EUR | 99.98% | 99.98% |
07/11/2024 | 0.84% | 95.94 % | 96.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,154 EUR | 240,154 EUR | 100.00% | 100.00% |