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 | 0.85% | 93.22 % | 94.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,442 EUR | 236,442 EUR | 100.00% | 100.00% |
19/11/2024 | 0.85% | 93.93 % | 94.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,684 EUR | 236,684 EUR | 99.98% | 99.98% |
18/11/2024 | 0.84% | 94.49 % | 95.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,874 EUR | 238,874 EUR | 100.00% | 100.00% |
15/11/2024 | 0.84% | 94.68 % | 95.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,486 EUR | 238,486 EUR | 100.00% | 100.00% |
14/11/2024 | 0.85% | 93.76 % | 94.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,820 EUR | 235,820 EUR | 100.00% | 100.00% |
13/11/2024 | 0.86% | 92.66 % | 93.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,126 EUR | 234,126 EUR | 99.94% | 99.94% |
12/11/2024 | 0.85% | 93.42 % | 94.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,437 EUR | 237,437 EUR | 99.99% | 99.99% |
11/11/2024 | 0.85% | 94.34 % | 95.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,058 EUR | 237,058 EUR | 99.99% | 99.99% |
08/11/2024 | 0.85% | 93.54 % | 94.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,670 EUR | 236,670 EUR | 99.99% | 99.99% |
07/11/2024 | 0.84% | 94.93 % | 95.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,627 EUR | 238,627 EUR | 99.88% | 99.88% |