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 | 0.82% | 97.16 % | 97.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,497 EUR | 245,497 EUR | 99.96% | 99.96% |
19/11/2024 | 0.82% | 97.13 % | 97.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,771 EUR | 244,771 EUR | 99.92% | 99.92% |
18/11/2024 | 0.82% | 97.58 % | 98.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,697 EUR | 245,697 EUR | 100.00% | 100.00% |
15/11/2024 | 0.82% | 97.14 % | 97.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,004 EUR | 245,004 EUR | 100.00% | 100.00% |
14/11/2024 | 0.83% | 96.83 % | 97.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,277 EUR | 243,277 EUR | 100.00% | 100.00% |
13/11/2024 | 0.83% | 96.16 % | 96.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,104 EUR | 243,104 EUR | 99.94% | 99.94% |
12/11/2024 | 0.82% | 96.75 % | 97.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,918 EUR | 244,918 EUR | 100.00% | 100.00% |
11/11/2024 | 0.82% | 97.50 % | 98.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,710 EUR | 245,710 EUR | 100.00% | 100.00% |
08/11/2024 | 0.82% | 96.94 % | 97.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,346 EUR | 244,346 EUR | 100.00% | 100.00% |
07/11/2024 | 0.82% | 96.89 % | 97.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,693 EUR | 244,693 EUR | 100.00% | 100.00% |