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 | 0.87% | 90.06 % | 90.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,403 EUR | 231,403 EUR | 99.87% | 99.87% |
19/11/2024 | 0.88% | 90.81 % | 91.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,143 EUR | 229,143 EUR | 99.42% | 99.42% |
18/11/2024 | 0.88% | 92.81 % | 93.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,582 EUR | 228,582 EUR | 100.00% | 100.00% |
15/11/2024 | 0.88% | 89.52 % | 90.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,691 EUR | 228,691 EUR | 99.98% | 99.98% |
14/11/2024 | 0.87% | 91.34 % | 92.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,752 EUR | 230,752 EUR | 99.89% | 99.89% |
13/11/2024 | 0.88% | 89.61 % | 90.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,568 EUR | 227,568 EUR | 99.96% | 99.96% |
12/11/2024 | 0.86% | 90.31 % | 91.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,733 EUR | 234,733 EUR | 99.91% | 99.91% |
11/11/2024 | 0.84% | 94.54 % | 95.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,114 EUR | 239,114 EUR | 99.91% | 99.91% |
08/11/2024 | 0.83% | 94.91 % | 95.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,070 EUR | 241,070 EUR | 99.92% | 99.92% |
07/11/2024 | 0.84% | 95.69 % | 96.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,666 EUR | 238,666 EUR | 99.88% | 99.88% |