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 | 0.87% | 90.71 % | 91.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,048 EUR | 230,048 EUR | 100.00% | 100.00% |
19/11/2024 | 0.87% | 91.30 % | 92.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,303 EUR | 230,303 EUR | 100.00% | 100.00% |
18/11/2024 | 0.87% | 91.60 % | 92.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,819 EUR | 230,819 EUR | 100.00% | 100.00% |
15/11/2024 | 0.87% | 91.19 % | 91.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,445 EUR | 230,445 EUR | 99.99% | 99.99% |
14/11/2024 | 0.88% | 91.32 % | 92.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,278 EUR | 229,278 EUR | 99.93% | 99.93% |
13/11/2024 | 0.87% | 90.55 % | 91.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,698 EUR | 229,698 EUR | 100.00% | 100.00% |
12/11/2024 | 0.86% | 91.94 % | 92.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,283 EUR | 234,283 EUR | 99.99% | 99.99% |
11/11/2024 | 0.85% | 94.38 % | 95.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,484 EUR | 237,484 EUR | 100.00% | 100.00% |
08/11/2024 | 0.85% | 93.80 % | 94.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,845 EUR | 236,845 EUR | 99.99% | 99.99% |
07/11/2024 | 0.84% | 94.83 % | 95.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,994 EUR | 238,994 EUR | 100.00% | 100.00% |