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 | 0.67% | 88.62 % | 89.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,189 EUR | 225,689 EUR | 100.00% | 100.00% |
19/11/2024 | 0.67% | 89.75 % | 90.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,277 EUR | 225,777 EUR | 89.37% | 89.37% |
18/11/2024 | 0.66% | 89.97 % | 90.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,068 EUR | 226,568 EUR | 99.66% | 99.66% |
15/11/2024 | 0.67% | 89.62 % | 90.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,503 EUR | 226,003 EUR | 100.00% | 100.00% |
14/11/2024 | 0.67% | 90.28 % | 90.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,346 EUR | 224,846 EUR | 100.00% | 100.00% |
13/11/2024 | 0.66% | 89.89 % | 90.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,296 EUR | 227,796 EUR | 100.00% | 100.00% |
12/11/2024 | 0.64% | 91.96 % | 92.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,546 EUR | 236,046 EUR | 98.74% | 98.74% |
11/11/2024 | 0.61% | 97.80 % | 98.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,486 EUR | 245,986 EUR | 100.00% | 100.00% |
08/11/2024 | 0.61% | 97.27 % | 97.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,767 EUR | 245,267 EUR | 99.83% | 99.83% |
07/11/2024 | 0.61% | 98.11 % | 98.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,144 EUR | 246,644 EUR | 100.00% | 100.00% |