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 | 0.76% | 91.02 % | 91.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,118 EUR | 229,868 EUR | 100.00% | 100.00% |
19/11/2024 | 0.76% | 91.32 % | 92.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,115 EUR | 229,865 EUR | 89.37% | 89.37% |
18/11/2024 | 0.75% | 91.93 % | 92.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,568 EUR | 233,318 EUR | 99.68% | 99.68% |
15/11/2024 | 0.75% | 93.03 % | 93.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,205 EUR | 234,955 EUR | 100.00% | 100.00% |
14/11/2024 | 0.74% | 93.91 % | 94.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,468 EUR | 237,218 EUR | 100.00% | 100.00% |
13/11/2024 | 0.74% | 94.37 % | 95.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,325 EUR | 237,075 EUR | 100.00% | 100.00% |
12/11/2024 | 0.74% | 94.10 % | 94.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,236 EUR | 237,986 EUR | 98.72% | 98.72% |
11/11/2024 | 0.73% | 95.19 % | 95.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,972 EUR | 239,722 EUR | 100.00% | 100.00% |
08/11/2024 | 0.74% | 94.44 % | 95.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,883 EUR | 238,633 EUR | 99.83% | 99.83% |
07/11/2024 | 0.73% | 96.00 % | 96.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,934 EUR | 241,684 EUR | 100.00% | 100.00% |