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% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,000 EUR | 255,025 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.23 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,106 EUR | 255,131 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,188 EUR | 255,213 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.32 % | 102.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,300 EUR | 255,325 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.33 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,162 EUR | 255,187 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,100 EUR | 255,125 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,077 EUR | 255,102 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,125 EUR | 255,150 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,126 EUR | 255,151 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,997 EUR | 255,022 EUR | 100.00% | 100.00% |