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 | 0.70% | 99.46 % | 100.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,318 EUR | 252,068 EUR | 100.00% | 100.00% |
19/11/2024 | 0.70% | 99.88 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,122 EUR | 250,872 EUR | 89.38% | 89.38% |
18/11/2024 | 0.69% | 100.14 % | 100.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,201 EUR | 252,951 EUR | 99.68% | 99.68% |
15/11/2024 | 0.69% | 100.78 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,359 EUR | 255,109 EUR | 99.35% | 99.35% |
14/11/2024 | 0.69% | 101.53 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,445 EUR | 255,195 EUR | 100.00% | 100.00% |
13/11/2024 | 0.69% | 101.25 % | 101.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,864 EUR | 255,614 EUR | 100.00% | 100.00% |
12/11/2024 | 0.69% | 101.37 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,280 EUR | 256,030 EUR | 98.75% | 98.75% |
11/11/2024 | 0.69% | 101.61 % | 102.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,211 EUR | 255,961 EUR | 98.46% | 98.46% |
08/11/2024 | 0.69% | 101.78 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,321 EUR | 256,071 EUR | 99.84% | 99.84% |
07/11/2024 | 0.68% | 102.00 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,773 EUR | 256,523 EUR | 100.00% | 100.00% |