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 | 0.75% | 94.49 % | 95.20 % | 158,000 | 157,000 | 157,869 | 156,721 | 149,464 EUR | 149,490 EUR | 100.00% | 100.00% |
19/11/2024 | 0.75% | 94.57 % | 95.28 % | 158,000 | 157,000 | 158,099 | 157,030 | 149,550 EUR | 149,654 EUR | 99.99% | 99.99% |
18/11/2024 | 0.75% | 94.93 % | 95.64 % | 158,000 | 156,000 | 157,592 | 156,372 | 149,543 EUR | 149,496 EUR | 99.95% | 99.95% |
15/11/2024 | 0.74% | 95.13 % | 95.84 % | 157,000 | 156,000 | 157,000 | 155,993 | 149,533 EUR | 149,681 EUR | 100.00% | 100.00% |
14/11/2024 | 0.75% | 94.95 % | 95.66 % | 157,000 | 156,000 | 158,058 | 156,969 | 149,515 EUR | 149,600 EUR | 99.98% | 99.98% |
13/11/2024 | 0.75% | 94.67 % | 95.38 % | 158,000 | 157,000 | 157,549 | 156,383 | 149,543 EUR | 149,547 EUR | 99.95% | 99.95% |
12/11/2024 | 0.74% | 94.83 % | 95.54 % | 158,000 | 157,000 | 157,036 | 155,914 | 149,667 EUR | 149,704 EUR | 99.99% | 99.99% |
11/11/2024 | 0.76% | 95.75 % | 96.48 % | 156,000 | 155,000 | 156,002 | 154,826 | 149,603 EUR | 149,602 EUR | 99.98% | 99.98% |
08/11/2024 | 0.74% | 95.14 % | 95.85 % | 157,000 | 156,000 | 157,193 | 156,031 | 149,376 EUR | 149,380 EUR | 99.98% | 99.98% |
07/11/2024 | 0.75% | 95.23 % | 95.94 % | 157,000 | 156,000 | 155,548 | 154,402 | 149,504 EUR | 149,526 EUR | 99.96% | 99.96% |