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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.86% | 92.70 % | 93.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,182 EUR | 234,182 EUR | 99.50% | 99.50% |
22/11/2024 | 0.87% | 92.90 % | 93.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,865 EUR | 231,865 EUR | 99.91% | 99.91% |
20/11/2024 | 0.87% | 91.76 % | 92.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,334 EUR | 230,334 EUR | 100.00% | 100.00% |
19/11/2024 | 0.89% | 90.91 % | 91.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,945 EUR | 226,945 EUR | 99.83% | 99.83% |
18/11/2024 | 0.88% | 90.15 % | 90.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,974 EUR | 227,974 EUR | 99.98% | 99.98% |
15/11/2024 | 0.87% | 90.55 % | 91.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,905 EUR | 230,905 EUR | 99.99% | 99.99% |
14/11/2024 | 0.85% | 93.13 % | 93.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,265 EUR | 235,265 EUR | 100.00% | 100.00% |
13/11/2024 | 0.86% | 93.38 % | 94.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,744 EUR | 234,744 EUR | 99.98% | 99.98% |
12/11/2024 | 0.85% | 93.39 % | 94.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,770 EUR | 235,770 EUR | 99.96% | 99.96% |
11/11/2024 | 0.85% | 94.62 % | 95.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,270 EUR | 237,270 EUR | 100.00% | 100.00% |