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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.99% | 101.20 % | 102.20 % | 500,000 | 500,000 | 147,955 | 147,955 | 149,575 EUR | 151,056 EUR | 100.00% | 100.00% |
22/11/2024 | 0.83% | 100.60 % | 101.40 % | 500,000 | 500,000 | 146,681 | 146,681 | 147,651 EUR | 148,827 EUR | 100.00% | 100.00% |
20/11/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 143,885 | 143,885 | 144,977 EUR | 146,416 EUR | 97.95% | 97.95% |
19/11/2024 | 1.00% | 100.70 % | 101.70 % | 500,000 | 500,000 | 147,967 | 147,967 | 148,643 EUR | 150,124 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.10 % | 101.90 % | 500,000 | 500,000 | 147,652 | 147,652 | 149,203 EUR | 150,388 EUR | 99.66% | 99.66% |
15/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 147,836 | 147,836 | 149,823 EUR | 151,007 EUR | 100.00% | 100.00% |
14/11/2024 | 1.00% | 100.90 % | 101.90 % | 500,000 | 500,000 | 147,214 | 147,214 | 148,498 EUR | 149,974 EUR | 100.00% | 100.00% |
13/11/2024 | 1.02% | 100.40 % | 101.40 % | 500,000 | 500,000 | 146,408 | 146,408 | 147,102 EUR | 148,574 EUR | 100.00% | 100.00% |
12/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 148,318 | 148,318 | 150,190 EUR | 151,376 EUR | 100.00% | 100.00% |
11/11/2024 | 0.79% | 101.60 % | 102.40 % | 500,000 | 500,000 | 147,880 | 147,880 | 150,070 EUR | 151,255 EUR | 100.00% | 100.00% |