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% | 101.03 % | 101.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,519 EUR | 254,544 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.11 % | 101.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,574 EUR | 254,599 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.21 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,126 EUR | 255,154 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,460 EUR | 256,510 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.17 % | 102.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,150 EUR | 257,200 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.15 % | 102.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,476 EUR | 257,526 EUR | 99.91% | 99.91% |
12/11/2024 | 0.80% | 103.17 % | 104.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,391 EUR | 259,462 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.58 % | 103.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,533 EUR | 258,583 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.37 % | 103.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,498 EUR | 257,548 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.09 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,531 EUR | 257,581 EUR | 99.99% | 99.99% |