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 | 0.82% | 97.65 % | 98.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,116 EUR | 246,116 EUR | 100.00% | 100.00% |
19/11/2024 | 0.82% | 97.68 % | 98.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,174 EUR | 246,174 EUR | 99.98% | 99.98% |
18/11/2024 | 0.81% | 98.96 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,229 EUR | 249,229 EUR | 99.96% | 99.96% |
15/11/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,610 EUR | 250,610 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,838 EUR | 249,838 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,572 EUR | 249,572 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,007 EUR | 251,007 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.27 % | 100.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,114 EUR | 250,114 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,145 EUR | 251,145 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,187 EUR | 252,187 EUR | 100.00% | 100.00% |