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 | 0.92% | 85.82 % | 86.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,545 EUR | 217,545 EUR | 100.00% | 100.00% |
19/11/2024 | 0.93% | 86.51 % | 87.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,086 EUR | 217,086 EUR | 99.81% | 99.81% |
18/11/2024 | 0.91% | 87.30 % | 88.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,368 EUR | 220,368 EUR | 100.00% | 100.00% |
15/11/2024 | 0.91% | 87.63 % | 88.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,806 EUR | 221,806 EUR | 100.00% | 100.00% |
14/11/2024 | 0.92% | 87.33 % | 88.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,494 EUR | 219,494 EUR | 99.99% | 99.99% |
13/11/2024 | 0.91% | 87.25 % | 88.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,563 EUR | 220,563 EUR | 99.97% | 99.97% |
12/11/2024 | 0.90% | 87.95 % | 88.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,214 EUR | 223,214 EUR | 100.00% | 100.00% |
11/11/2024 | 0.87% | 91.00 % | 91.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,224 EUR | 230,224 EUR | 100.00% | 100.00% |
08/11/2024 | 0.87% | 90.57 % | 91.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,626 EUR | 229,626 EUR | 99.91% | 99.91% |
07/11/2024 | 0.86% | 92.62 % | 93.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,929 EUR | 233,929 EUR | 100.00% | 100.00% |