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 | 0.91% | 86.69 % | 87.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,757 EUR | 219,757 EUR | 99.98% | 99.98% |
19/11/2024 | 0.92% | 86.57 % | 87.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,952 EUR | 218,952 EUR | 99.97% | 99.97% |
18/11/2024 | 0.91% | 87.31 % | 88.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,667 EUR | 219,667 EUR | 100.00% | 100.00% |
15/11/2024 | 0.91% | 86.60 % | 87.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,994 EUR | 219,994 EUR | 100.00% | 100.00% |
14/11/2024 | 0.92% | 86.91 % | 87.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,755 EUR | 218,755 EUR | 100.00% | 100.00% |
13/11/2024 | 0.92% | 86.54 % | 87.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,643 EUR | 218,643 EUR | 100.00% | 100.00% |
12/11/2024 | 0.91% | 86.49 % | 87.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,507 EUR | 220,507 EUR | 100.00% | 100.00% |
11/11/2024 | 0.91% | 88.45 % | 89.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,759 EUR | 220,759 EUR | 100.00% | 100.00% |
08/11/2024 | 0.90% | 87.30 % | 88.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,140 EUR | 222,140 EUR | 99.99% | 99.99% |
07/11/2024 | 0.91% | 88.90 % | 89.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,518 EUR | 221,518 EUR | 99.97% | 99.97% |