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 | 0.90% | 87.27 % | 88.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,213 EUR | 222,213 EUR | 99.98% | 99.98% |
19/11/2024 | 0.91% | 89.04 % | 89.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,142 EUR | 221,142 EUR | 99.83% | 99.83% |
18/11/2024 | 0.90% | 89.40 % | 90.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,341 EUR | 224,341 EUR | 100.00% | 100.00% |
15/11/2024 | 0.90% | 87.80 % | 88.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,606 EUR | 222,606 EUR | 99.98% | 99.98% |
14/11/2024 | 0.91% | 87.95 % | 88.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,447 EUR | 221,447 EUR | 99.98% | 99.98% |
13/11/2024 | 0.92% | 86.12 % | 86.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,029 EUR | 218,029 EUR | 99.95% | 99.95% |
12/11/2024 | 0.91% | 86.99 % | 87.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,247 EUR | 221,247 EUR | 100.00% | 100.00% |
11/11/2024 | 0.91% | 88.03 % | 88.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,512 EUR | 221,512 EUR | 100.00% | 100.00% |
08/11/2024 | 0.91% | 87.20 % | 88.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,184 EUR | 220,184 EUR | 99.89% | 99.89% |
07/11/2024 | 0.92% | 87.20 % | 88.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,604 EUR | 218,604 EUR | 99.94% | 99.94% |