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% | 97.80 % | 98.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,706 EUR | 246,706 EUR | 100.00% | 100.00% |
19/11/2024 | 0.81% | 97.94 % | 98.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,416 EUR | 246,416 EUR | 99.92% | 99.92% |
18/11/2024 | 0.81% | 98.09 % | 98.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,924 EUR | 246,924 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.86 % | 98.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,550 EUR | 246,550 EUR | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.45 % | 98.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,409 EUR | 245,409 EUR | 100.00% | 100.00% |
13/11/2024 | 0.82% | 96.65 % | 97.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,973 EUR | 243,973 EUR | 99.90% | 99.90% |
12/11/2024 | 0.80% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,039 EUR | 250,039 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.59 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,240 EUR | 251,240 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.92 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,936 EUR | 251,936 EUR | 99.96% | 99.96% |
07/11/2024 | 0.80% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,898 EUR | 252,919 EUR | 100.00% | 100.00% |