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 | 0.88% | 89.66 % | 90.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,104 EUR | 227,104 EUR | 99.94% | 99.94% |
19/11/2024 | 0.88% | 89.83 % | 90.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,240 EUR | 228,240 EUR | 99.75% | 99.75% |
18/11/2024 | 0.89% | 90.14 % | 90.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,711 EUR | 226,711 EUR | 100.00% | 100.00% |
15/11/2024 | 0.88% | 90.03 % | 90.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,988 EUR | 227,988 EUR | 99.98% | 99.98% |
14/11/2024 | 0.87% | 92.02 % | 92.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,521 EUR | 231,521 EUR | 99.99% | 99.99% |
13/11/2024 | 0.88% | 90.78 % | 91.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,945 EUR | 227,945 EUR | 99.90% | 99.90% |
12/11/2024 | 0.87% | 90.35 % | 91.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,963 EUR | 229,963 EUR | 99.96% | 99.96% |
11/11/2024 | 0.84% | 94.59 % | 95.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,285 EUR | 240,285 EUR | 100.00% | 100.00% |
08/11/2024 | 0.84% | 95.62 % | 96.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,390 EUR | 240,390 EUR | 99.92% | 99.92% |
07/11/2024 | 0.85% | 94.92 % | 95.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,351 EUR | 237,351 EUR | 99.91% | 99.91% |