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 | 0.72% | 96.08 % | 96.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,798 EUR | 243,548 EUR | 100.00% | 100.00% |
19/11/2024 | 0.72% | 96.48 % | 97.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,012 EUR | 242,762 EUR | 89.38% | 89.38% |
18/11/2024 | 0.72% | 96.97 % | 97.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,469 EUR | 243,219 EUR | 99.67% | 99.67% |
15/11/2024 | 0.71% | 97.51 % | 98.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,027 EUR | 246,777 EUR | 100.00% | 100.00% |
14/11/2024 | 0.71% | 98.82 % | 99.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,645 EUR | 248,395 EUR | 100.00% | 100.00% |
13/11/2024 | 0.72% | 97.46 % | 98.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,249 EUR | 244,999 EUR | 100.00% | 100.00% |
12/11/2024 | 0.71% | 97.68 % | 98.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,365 EUR | 247,115 EUR | 98.72% | 98.72% |
11/11/2024 | 0.71% | 98.22 % | 98.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,577 EUR | 247,327 EUR | 100.00% | 100.00% |
08/11/2024 | 0.71% | 97.35 % | 98.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,713 EUR | 246,463 EUR | 99.84% | 99.84% |
07/11/2024 | 0.71% | 98.25 % | 98.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,925 EUR | 245,675 EUR | 100.00% | 100.00% |