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 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,958 EUR | 258,008 EUR | 99.98% | 99.98% |
19/11/2024 | 0.80% | 102.01 % | 102.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,792 EUR | 256,839 EUR | 99.89% | 99.89% |
18/11/2024 | 0.80% | 102.97 % | 103.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,453 EUR | 259,528 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 103.10 % | 103.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,241 EUR | 260,316 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.75 % | 103.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,302 EUR | 258,355 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.72 % | 102.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,499 EUR | 256,545 EUR | 99.94% | 99.94% |
12/11/2024 | 0.80% | 102.34 % | 103.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,960 EUR | 260,031 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.42 % | 104.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,365 EUR | 260,440 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.20 % | 103.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,280 EUR | 258,334 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.68 % | 103.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,520 EUR | 258,579 EUR | 100.00% | 100.00% |