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 | 0.69% | 100.33 % | 101.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,396 EUR | 253,146 EUR | 100.00% | 100.00% |
19/11/2024 | 0.70% | 100.36 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,909 EUR | 252,659 EUR | 89.38% | 89.38% |
18/11/2024 | 0.70% | 100.40 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,834 EUR | 252,584 EUR | 99.68% | 99.68% |
15/11/2024 | 0.69% | 100.30 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,394 EUR | 253,144 EUR | 100.00% | 100.00% |
14/11/2024 | 0.69% | 100.60 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,624 EUR | 253,374 EUR | 100.00% | 100.00% |
13/11/2024 | 0.69% | 100.53 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,223 EUR | 252,973 EUR | 100.00% | 100.00% |
12/11/2024 | 0.69% | 100.43 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,043 EUR | 252,793 EUR | 98.75% | 98.75% |
11/11/2024 | 0.69% | 100.39 % | 101.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,309 EUR | 253,059 EUR | 100.00% | 100.00% |
08/11/2024 | 0.69% | 100.46 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,969 EUR | 252,719 EUR | 99.85% | 99.85% |
07/11/2024 | 0.70% | 100.30 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,380 EUR | 252,130 EUR | 100.00% | 100.00% |