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 | 0.81% | 98.45 % | 99.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,457 EUR | 248,457 EUR | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,019 EUR | 248,019 EUR | 100.00% | 100.00% |
18/11/2024 | 0.81% | 98.82 % | 99.62 % | 250,000 | 189,000 | 250,000 | 211,325 | 246,890 EUR | 210,399 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.05 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,160 EUR | 250,160 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.35 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,103 EUR | 250,103 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.93 % | 99.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,145 EUR | 249,145 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 98.92 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,797 EUR | 249,797 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,454 EUR | 250,454 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,733 EUR | 249,733 EUR | 99.78% | 99.78% |
07/11/2024 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,028 EUR | 250,028 EUR | 100.00% | 100.00% |