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 | 0.77% | 91.07 % | 91.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,796 EUR | 229,546 EUR | 100.00% | 100.00% |
19/11/2024 | 0.77% | 90.79 % | 91.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,368 EUR | 229,118 EUR | 89.40% | 89.40% |
18/11/2024 | 0.76% | 91.98 % | 92.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,505 EUR | 231,255 EUR | 99.66% | 99.66% |
15/11/2024 | 0.75% | 92.01 % | 92.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,456 EUR | 234,206 EUR | 100.00% | 100.00% |
14/11/2024 | 0.75% | 93.40 % | 94.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,209 EUR | 234,959 EUR | 100.00% | 100.00% |
13/11/2024 | 0.75% | 93.37 % | 94.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,813 EUR | 235,563 EUR | 100.00% | 100.00% |
12/11/2024 | 0.74% | 94.09 % | 94.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,713 EUR | 237,463 EUR | 98.72% | 98.72% |
11/11/2024 | 0.73% | 94.75 % | 95.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,626 EUR | 239,376 EUR | 100.00% | 100.00% |
08/11/2024 | 0.73% | 95.00 % | 95.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,151 EUR | 239,901 EUR | 99.84% | 99.84% |
07/11/2024 | 0.73% | 95.66 % | 96.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,280 EUR | 242,030 EUR | 100.00% | 100.00% |