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% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,484 EUR | 256,534 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.60 % | 102.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,196 EUR | 256,246 EUR | 99.78% | 99.78% |
18/11/2024 | 0.80% | 101.86 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,446 EUR | 256,496 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,182 EUR | 256,232 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,667 EUR | 255,709 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,041 EUR | 255,066 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,369 EUR | 255,394 EUR | 99.99% | 99.99% |
11/11/2024 | 0.80% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,907 EUR | 255,957 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.29 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,255 EUR | 255,280 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,995 EUR | 255,020 EUR | 100.00% | 100.00% |