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% | 86.94 % | 87.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,563 EUR | 221,563 EUR | 100.00% | 100.00% |
19/11/2024 | 0.89% | 89.26 % | 90.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,010 EUR | 225,010 EUR | 99.81% | 99.81% |
18/11/2024 | 0.88% | 90.81 % | 91.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,416 EUR | 228,416 EUR | 99.99% | 99.99% |
15/11/2024 | 0.88% | 90.07 % | 90.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,045 EUR | 227,045 EUR | 99.99% | 99.99% |
14/11/2024 | 0.90% | 89.21 % | 90.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,166 EUR | 223,166 EUR | 99.97% | 99.97% |
13/11/2024 | 0.92% | 86.52 % | 87.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,480 EUR | 219,480 EUR | 99.83% | 99.83% |
12/11/2024 | 0.89% | 87.88 % | 88.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,674 EUR | 225,674 EUR | 100.00% | 100.00% |
11/11/2024 | 0.89% | 89.76 % | 90.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,292 EUR | 225,292 EUR | 100.00% | 100.00% |
08/11/2024 | 0.90% | 88.39 % | 89.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,445 EUR | 224,445 EUR | 99.82% | 99.82% |
07/11/2024 | 0.88% | 90.91 % | 91.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,139 EUR | 228,139 EUR | 100.00% | 100.00% |