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 | 0.81% | 98.28 % | 99.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,068 EUR | 248,068 EUR | 99.94% | 99.94% |
19/11/2024 | 0.81% | 98.37 % | 99.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,961 EUR | 247,961 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,289 EUR | 253,314 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.61 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,433 EUR | 253,458 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,552 EUR | 253,577 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 99.83 % | 100.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,735 EUR | 251,735 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.87 % | 100.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,521 EUR | 252,535 EUR | 99.99% | 99.99% |
11/11/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,101 EUR | 253,126 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.14 % | 100.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,627 EUR | 252,640 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,800 EUR | 252,821 EUR | 99.96% | 99.96% |