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 | 0.80% | 98.91 % | 99.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,745 EUR | 249,745 EUR | 99.82% | 99.82% |
19/11/2024 | 0.81% | 98.52 % | 99.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,202 EUR | 248,202 EUR | 99.84% | 99.84% |
18/11/2024 | 0.81% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,051 EUR | 249,051 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 98.84 % | 99.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,700 EUR | 249,700 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,151 EUR | 250,151 EUR | 99.98% | 99.98% |
13/11/2024 | 0.81% | 98.87 % | 99.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,432 EUR | 249,432 EUR | 99.79% | 99.79% |
12/11/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,469 EUR | 252,486 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,748 EUR | 252,767 EUR | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.54 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,595 EUR | 248,595 EUR | 100.00% | 100.00% |
07/11/2024 | 0.81% | 99.02 % | 99.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,900 EUR | 248,900 EUR | 100.00% | 100.00% |