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% | 99.73 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,986 EUR | 251,736 EUR | 100.00% | 100.00% |
19/11/2024 | 0.70% | 99.97 % | 100.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,880 EUR | 251,630 EUR | 89.38% | 89.38% |
18/11/2024 | 0.70% | 100.10 % | 100.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,313 EUR | 252,063 EUR | 99.67% | 99.67% |
15/11/2024 | 0.70% | 99.93 % | 100.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,016 EUR | 251,766 EUR | 100.00% | 100.00% |
14/11/2024 | 0.70% | 99.97 % | 100.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,395 EUR | 251,145 EUR | 100.00% | 100.00% |
13/11/2024 | 0.70% | 99.50 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,826 EUR | 250,576 EUR | 100.00% | 100.00% |
12/11/2024 | 0.70% | 99.70 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,354 EUR | 252,104 EUR | 98.74% | 98.74% |
11/11/2024 | 0.70% | 100.19 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,343 EUR | 252,093 EUR | 100.00% | 100.00% |
08/11/2024 | 0.70% | 99.73 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,852 EUR | 251,602 EUR | 99.83% | 99.83% |
07/11/2024 | 0.69% | 100.50 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,607 EUR | 253,357 EUR | 100.00% | 100.00% |