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% | 98.63 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,025 EUR | 249,025 EUR | 99.93% | 99.93% |
19/11/2024 | 0.81% | 98.55 % | 99.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,018 EUR | 248,018 EUR | 99.84% | 99.84% |
18/11/2024 | 0.81% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,347 EUR | 249,347 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.11 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,002 EUR | 250,002 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,785 EUR | 249,785 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.35 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,988 EUR | 247,988 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,465 EUR | 249,465 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.46 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,549 EUR | 250,549 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,534 EUR | 249,534 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.39 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,077 EUR | 250,077 EUR | 100.00% | 100.00% |