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% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,143 EUR | 250,143 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,745 EUR | 249,745 EUR | 99.78% | 99.78% |
18/11/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,332 EUR | 250,332 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,693 EUR | 250,693 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,690 EUR | 250,690 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,502 EUR | 249,502 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.09 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,319 EUR | 250,319 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,890 EUR | 250,890 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,334 EUR | 250,334 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.46 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,450 EUR | 250,450 EUR | 100.00% | 100.00% |