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% | 98.79 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,271 EUR | 249,271 EUR | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.64 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,848 EUR | 248,848 EUR | 99.89% | 99.89% |
18/11/2024 | 0.80% | 99.09 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,503 EUR | 249,503 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.82 % | 99.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,928 EUR | 248,928 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.58 % | 99.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,338 EUR | 248,338 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.34 % | 99.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,888 EUR | 247,888 EUR | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.17 % | 98.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,267 EUR | 248,267 EUR | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.85 % | 99.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,235 EUR | 249,235 EUR | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.48 % | 99.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,419 EUR | 248,419 EUR | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.67 % | 99.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,373 EUR | 248,373 EUR | 100.00% | 100.00% |