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 | 0.98% | 80.45 % | 81.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,260 EUR | 204,260 EUR | 100.00% | 100.00% |
19/11/2024 | 0.99% | 81.25 % | 82.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,904 EUR | 203,904 EUR | 99.97% | 99.97% |
18/11/2024 | 0.95% | 83.61 % | 84.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,201 EUR | 211,201 EUR | 99.99% | 99.99% |
15/11/2024 | 0.95% | 83.87 % | 84.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,252 EUR | 212,252 EUR | 99.94% | 99.94% |
14/11/2024 | 0.96% | 83.43 % | 84.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,642 EUR | 209,642 EUR | 100.00% | 100.00% |
13/11/2024 | 0.96% | 83.18 % | 83.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,370 EUR | 210,370 EUR | 99.99% | 99.99% |
12/11/2024 | 0.94% | 83.89 % | 84.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,078 EUR | 213,078 EUR | 99.66% | 99.66% |
11/11/2024 | 0.91% | 87.05 % | 87.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,259 EUR | 220,259 EUR | 100.00% | 100.00% |
08/11/2024 | 0.92% | 86.46 % | 87.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,278 EUR | 219,278 EUR | 99.84% | 99.84% |
07/11/2024 | 0.90% | 88.44 % | 89.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,309 EUR | 223,309 EUR | 99.99% | 99.99% |