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% | 100.04 % | 100.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,359 EUR | 252,363 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,145 EUR | 252,150 EUR | 99.71% | 99.71% |
18/11/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,148 EUR | 250,148 EUR | 99.99% | 99.99% |
15/11/2024 | 0.81% | 98.74 % | 99.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,735 EUR | 248,735 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,500 EUR | 247,500 EUR | 99.98% | 99.98% |
13/11/2024 | 0.80% | 98.73 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,682 EUR | 249,682 EUR | 99.89% | 99.89% |
12/11/2024 | 0.80% | 98.93 % | 99.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,290 EUR | 250,290 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,085 EUR | 253,102 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.77 % | 101.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,918 EUR | 253,943 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,550 EUR | 253,575 EUR | 99.69% | 99.69% |