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 | 0.53% | 94.04 % | 94.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,934 EUR | 238,184 EUR | 100.00% | 100.00% |
19/11/2024 | 0.52% | 95.44 % | 95.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,542 EUR | 239,792 EUR | 89.36% | 89.36% |
18/11/2024 | 0.52% | 95.73 % | 96.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,458 EUR | 240,708 EUR | 99.66% | 99.66% |
15/11/2024 | 0.52% | 95.62 % | 96.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,012 EUR | 240,262 EUR | 100.00% | 100.00% |
14/11/2024 | 0.52% | 95.73 % | 96.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,933 EUR | 239,183 EUR | 98.18% | 98.18% |
13/11/2024 | 0.52% | 95.23 % | 95.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,532 EUR | 240,782 EUR | 98.41% | 98.41% |
12/11/2024 | 0.51% | 97.04 % | 97.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,952 EUR | 247,202 EUR | 96.29% | 96.29% |
11/11/2024 | 0.50% | 100.54 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,137 EUR | 252,387 EUR | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.41 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,963 EUR | 252,213 EUR | 99.84% | 99.84% |
07/11/2024 | 0.50% | 100.66 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,988 EUR | 252,238 EUR | 100.00% | 100.00% |