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% | 76.05 % | 76.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,489 EUR | 194,422 EUR | 99.99% | 99.99% |
19/11/2024 | 0.98% | 80.65 % | 81.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,492 EUR | 204,492 EUR | 99.80% | 99.80% |
18/11/2024 | 0.96% | 82.39 % | 83.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,447 EUR | 208,447 EUR | 99.98% | 99.98% |
15/11/2024 | 0.96% | 82.53 % | 83.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,722 EUR | 209,722 EUR | 99.99% | 99.99% |
14/11/2024 | 0.97% | 82.95 % | 83.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,385 EUR | 207,385 EUR | 100.00% | 100.00% |
13/11/2024 | 0.97% | 81.42 % | 82.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,900 EUR | 207,900 EUR | 99.85% | 99.85% |
12/11/2024 | 0.94% | 83.23 % | 84.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,608 EUR | 213,608 EUR | 99.97% | 99.97% |
11/11/2024 | 0.94% | 84.87 % | 85.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,564 EUR | 213,564 EUR | 99.87% | 99.87% |
08/11/2024 | 0.94% | 84.95 % | 85.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,144 EUR | 214,144 EUR | 99.74% | 99.74% |
07/11/2024 | 0.93% | 86.75 % | 87.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,350 EUR | 216,350 EUR | 99.98% | 99.98% |