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 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,841 EUR | 250,841 EUR | 99.95% | 99.95% |
19/11/2024 | 0.80% | 99.24 % | 100.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,077 EUR | 250,077 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,827 EUR | 250,827 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,566 EUR | 249,566 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 99.07 % | 99.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,312 EUR | 249,312 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.44 % | 99.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,873 EUR | 248,873 EUR | 99.99% | 99.99% |
12/11/2024 | 0.80% | 98.79 % | 99.59 % | 250,000 | 200,000 | 250,000 | 226,574 | 247,726 EUR | 226,347 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.32 % | 100.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,653 EUR | 249,653 EUR | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.52 % | 99.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,382 EUR | 248,382 EUR | 100.00% | 100.00% |
07/11/2024 | 0.81% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,321 EUR | 249,321 EUR | 100.00% | 100.00% |