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 | 0.81% | 98.49 % | 99.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,733 EUR | 248,733 EUR | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,598 EUR | 248,598 EUR | 99.97% | 99.97% |
18/11/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,311 EUR | 250,311 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.08 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,535 EUR | 249,535 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.75 % | 99.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,114 EUR | 248,114 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.13 % | 98.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,482 EUR | 247,482 EUR | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.13 % | 98.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,029 EUR | 248,029 EUR | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.94 % | 99.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,923 EUR | 248,923 EUR | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.25 % | 99.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,482 EUR | 248,482 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,033 EUR | 251,033 EUR | 100.00% | 100.00% |