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% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,209 EUR | 254,234 EUR | 99.83% | 99.83% |
19/11/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,862 EUR | 253,887 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,766 EUR | 254,791 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,772 EUR | 254,797 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,014 EUR | 254,039 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.55 % | 101.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,475 EUR | 253,500 EUR | 99.99% | 99.99% |
12/11/2024 | 0.80% | 100.38 % | 101.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,648 EUR | 253,673 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.69 % | 101.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,673 EUR | 253,698 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,926 EUR | 252,947 EUR | 99.80% | 99.80% |
07/11/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,610 EUR | 252,624 EUR | 100.00% | 100.00% |