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 | 0.96% | 80.87 % | 81.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,359 EUR | 208,359 EUR | 99.90% | 99.90% |
19/11/2024 | 0.97% | 84.05 % | 84.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,404 EUR | 207,404 EUR | 99.46% | 99.46% |
18/11/2024 | 0.95% | 85.20 % | 86.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,835 EUR | 210,835 EUR | 99.98% | 99.98% |
15/11/2024 | 0.96% | 81.94 % | 82.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,870 EUR | 209,870 EUR | 99.98% | 99.98% |
14/11/2024 | 0.95% | 83.73 % | 84.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,057 EUR | 211,057 EUR | 99.95% | 99.95% |
13/11/2024 | 0.97% | 81.54 % | 82.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,392 EUR | 207,392 EUR | 99.99% | 99.99% |
12/11/2024 | 0.95% | 83.02 % | 83.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,484 EUR | 212,484 EUR | 99.98% | 99.98% |
11/11/2024 | 0.94% | 84.87 % | 85.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,254 EUR | 213,254 EUR | 100.00% | 100.00% |
08/11/2024 | 0.94% | 84.36 % | 85.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,129 EUR | 213,129 EUR | 99.81% | 99.81% |
07/11/2024 | 0.96% | 83.91 % | 84.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,333 EUR | 208,333 EUR | 99.90% | 99.90% |