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 | 0.83% | 96.78 % | 97.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,916 EUR | 240,916 EUR | 100.00% | 100.00% |
19/11/2024 | 0.83% | 96.08 % | 96.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,562 EUR | 241,562 EUR | 99.96% | 99.96% |
18/11/2024 | 0.85% | 94.37 % | 95.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,343 EUR | 236,343 EUR | 100.00% | 100.00% |
15/11/2024 | 0.87% | 91.72 % | 92.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,028 EUR | 232,028 EUR | 100.00% | 100.00% |
14/11/2024 | 0.84% | 93.79 % | 94.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,153 EUR | 238,153 EUR | 99.98% | 99.98% |
13/11/2024 | 0.84% | 95.91 % | 96.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,811 EUR | 237,811 EUR | 99.98% | 99.98% |
12/11/2024 | 0.84% | 93.46 % | 94.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,142 EUR | 240,142 EUR | 100.00% | 100.00% |
11/11/2024 | 0.85% | 95.66 % | 96.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,875 EUR | 235,875 EUR | 100.00% | 100.00% |
08/11/2024 | 0.88% | 90.38 % | 91.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,702 EUR | 228,702 EUR | 99.97% | 99.97% |
07/11/2024 | 0.91% | 91.79 % | 92.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,403 EUR | 221,403 EUR | 95.20% | 95.20% |