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% | 98.90 % | 99.70 % | 250,000 | 250,000 | 71,838 | 71,838 | 71,214 EUR | 71,789 EUR | 97.95% | 97.95% |
19/11/2024 | 1.01% | 98.90 % | 99.90 % | 250,000 | 250,000 | 73,830 | 73,830 | 72,980 EUR | 73,719 EUR | 100.00% | 100.00% |
18/11/2024 | 1.00% | 99.10 % | 100.10 % | 250,000 | 250,000 | 74,126 | 74,126 | 73,477 EUR | 74,218 EUR | 100.00% | 100.00% |
15/11/2024 | 0.84% | 99.60 % | 100.40 % | 250,000 | 250,000 | 72,318 | 72,318 | 72,096 EUR | 72,683 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 74,147 | 74,147 | 73,714 EUR | 74,307 EUR | 100.00% | 100.00% |
13/11/2024 | 1.01% | 99.00 % | 100.00 % | 250,000 | 250,000 | 74,115 | 74,115 | 73,327 EUR | 74,068 EUR | 100.00% | 100.00% |
12/11/2024 | 1.00% | 98.80 % | 99.80 % | 250,000 | 250,000 | 74,153 | 74,153 | 73,561 EUR | 74,302 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 74,160 | 74,160 | 73,871 EUR | 74,464 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.00 % | 99.80 % | 250,000 | 250,000 | 74,080 | 74,080 | 73,343 EUR | 73,936 EUR | 100.00% | 100.00% |
07/11/2024 | 1.01% | 100.00 % | 101.00 % | 250,000 | 250,000 | 74,088 | 74,088 | 73,997 EUR | 74,739 EUR | 99.23% | 99.23% |