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 | 0.86% | 92.27 % | 93.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,616 EUR | 232,616 EUR | 99.94% | 99.94% |
19/11/2024 | 0.87% | 91.94 % | 92.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,719 EUR | 231,719 EUR | 99.92% | 99.92% |
18/11/2024 | 0.86% | 92.66 % | 93.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,141 EUR | 233,141 EUR | 100.00% | 100.00% |
15/11/2024 | 0.86% | 92.28 % | 93.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,596 EUR | 232,596 EUR | 99.99% | 99.99% |
14/11/2024 | 0.87% | 92.23 % | 93.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,031 EUR | 232,031 EUR | 100.00% | 100.00% |
13/11/2024 | 0.86% | 91.78 % | 92.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,366 EUR | 232,366 EUR | 99.89% | 99.89% |
12/11/2024 | 0.86% | 92.04 % | 92.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,912 EUR | 232,912 EUR | 99.99% | 99.99% |
11/11/2024 | 0.86% | 92.95 % | 93.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,143 EUR | 234,143 EUR | 100.00% | 100.00% |
08/11/2024 | 0.85% | 93.40 % | 94.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,562 EUR | 235,562 EUR | 100.00% | 100.00% |
07/11/2024 | 0.85% | 93.61 % | 94.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,742 EUR | 235,742 EUR | 100.00% | 100.00% |