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 | 0.83% | 95.94 % | 96.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,260 EUR | 243,260 EUR | 100.00% | 100.00% |
19/11/2024 | 0.82% | 97.36 % | 98.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,906 EUR | 245,906 EUR | 99.85% | 99.85% |
18/11/2024 | 0.81% | 98.16 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,735 EUR | 247,735 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.20 % | 99.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,839 EUR | 247,839 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.33 % | 99.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,332 EUR | 247,332 EUR | 99.97% | 99.97% |
13/11/2024 | 0.81% | 97.87 % | 98.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,221 EUR | 247,221 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 98.39 % | 99.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,487 EUR | 249,487 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.07 % | 99.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,522 EUR | 249,522 EUR | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.90 % | 99.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,015 EUR | 249,015 EUR | 100.00% | 100.00% |
07/11/2024 | 0.81% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,295 EUR | 249,295 EUR | 100.00% | 100.00% |