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 | 0.95% | 83.76 % | 84.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,636 EUR | 212,636 EUR | 99.74% | 99.74% |
19/11/2024 | 0.94% | 84.43 % | 85.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,567 EUR | 213,567 EUR | 99.87% | 99.87% |
18/11/2024 | 0.93% | 86.14 % | 86.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,065 EUR | 217,065 EUR | 100.00% | 100.00% |
15/11/2024 | 0.93% | 86.02 % | 86.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,038 EUR | 217,038 EUR | 100.00% | 100.00% |
14/11/2024 | 0.93% | 85.52 % | 86.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,297 EUR | 215,297 EUR | 99.98% | 99.98% |
13/11/2024 | 0.94% | 84.78 % | 85.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,799 EUR | 214,799 EUR | 99.83% | 99.83% |
12/11/2024 | 0.92% | 85.42 % | 86.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,532 EUR | 217,532 EUR | 99.98% | 99.98% |
11/11/2024 | 0.92% | 87.02 % | 87.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,029 EUR | 219,029 EUR | 100.00% | 100.00% |
08/11/2024 | 0.92% | 86.12 % | 86.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,286 EUR | 217,286 EUR | 99.93% | 99.93% |
07/11/2024 | 0.92% | 86.16 % | 86.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,752 EUR | 218,752 EUR | 99.93% | 99.93% |