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 | 0.91% | 87.12 % | 87.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,333 EUR | 220,333 EUR | 100.00% | 100.00% |
19/11/2024 | 0.92% | 87.01 % | 87.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,531 EUR | 219,531 EUR | 99.94% | 99.94% |
18/11/2024 | 0.91% | 87.83 % | 88.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,268 EUR | 221,268 EUR | 100.00% | 100.00% |
15/11/2024 | 0.90% | 87.82 % | 88.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,118 EUR | 222,118 EUR | 100.00% | 100.00% |
14/11/2024 | 0.91% | 88.01 % | 88.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,707 EUR | 220,707 EUR | 100.00% | 100.00% |
13/11/2024 | 0.92% | 86.82 % | 87.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,783 EUR | 218,783 EUR | 100.00% | 100.00% |
12/11/2024 | 0.91% | 86.69 % | 87.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,728 EUR | 220,728 EUR | 99.95% | 99.95% |
11/11/2024 | 0.90% | 88.67 % | 89.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,935 EUR | 223,935 EUR | 100.00% | 100.00% |
08/11/2024 | 0.90% | 88.32 % | 89.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,502 EUR | 223,502 EUR | 100.00% | 100.00% |
07/11/2024 | 0.89% | 89.51 % | 90.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,255 EUR | 225,255 EUR | 100.00% | 100.00% |