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 | 0.96% | 82.11 % | 82.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,323 EUR | 210,323 EUR | 99.94% | 99.94% |
19/11/2024 | 0.95% | 83.75 % | 84.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,444 EUR | 211,444 EUR | 99.59% | 99.59% |
18/11/2024 | 0.95% | 83.97 % | 84.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,823 EUR | 211,823 EUR | 99.99% | 99.99% |
15/11/2024 | 0.95% | 83.58 % | 84.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,369 EUR | 212,369 EUR | 99.99% | 99.99% |
14/11/2024 | 0.95% | 84.85 % | 85.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,559 EUR | 211,559 EUR | 99.96% | 99.96% |
13/11/2024 | 0.95% | 83.22 % | 84.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,521 EUR | 212,521 EUR | 99.98% | 99.98% |
12/11/2024 | 0.91% | 87.22 % | 88.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,493 EUR | 220,493 EUR | 1.15% | 1.15% |
11/11/2024 | 0.87% | 91.49 % | 92.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,001 EUR | 230,001 EUR | 100.00% | 100.00% |
08/11/2024 | 0.88% | 90.37 % | 91.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,421 EUR | 228,421 EUR | 99.97% | 99.97% |
07/11/2024 | 0.87% | 91.45 % | 92.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,305 EUR | 230,305 EUR | 99.78% | 99.78% |