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% | 82.03 % | 82.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,611 EUR | 208,611 EUR | 99.98% | 99.98% |
19/11/2024 | 0.98% | 80.87 % | 81.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,722 EUR | 204,722 EUR | 99.77% | 99.77% |
18/11/2024 | 0.96% | 82.94 % | 83.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,013 EUR | 210,013 EUR | 100.00% | 100.00% |
15/11/2024 | 0.95% | 83.84 % | 84.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,593 EUR | 211,593 EUR | 99.99% | 99.99% |
14/11/2024 | 0.96% | 83.41 % | 84.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,271 EUR | 208,271 EUR | 100.00% | 100.00% |
13/11/2024 | 0.98% | 80.84 % | 81.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,438 EUR | 204,438 EUR | 99.91% | 99.91% |
12/11/2024 | 0.97% | 80.05 % | 80.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,471 EUR | 206,471 EUR | 99.88% | 99.88% |
11/11/2024 | 0.93% | 85.49 % | 86.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,297 EUR | 215,297 EUR | 100.00% | 100.00% |
08/11/2024 | 0.93% | 85.10 % | 85.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,002 EUR | 217,002 EUR | 99.82% | 99.82% |
07/11/2024 | 0.89% | 89.69 % | 90.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,184 EUR | 225,184 EUR | 99.97% | 99.97% |