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% | 103.83 % | 104.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,431 EUR | 261,508 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 105.29 % | 106.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,747 EUR | 265,862 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 106.55 % | 107.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,332 EUR | 267,460 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 106.28 % | 107.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,152 EUR | 268,288 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 105.96 % | 106.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,446 EUR | 265,567 EUR | 99.99% | 99.99% |
13/11/2024 | 0.80% | 104.02 % | 104.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,562 EUR | 261,641 EUR | 99.99% | 99.99% |
12/11/2024 | 0.80% | 104.14 % | 104.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,000 EUR | 263,100 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 104.93 % | 105.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,017 EUR | 264,117 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 104.66 % | 105.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,775 EUR | 263,875 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 105.07 % | 105.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,091 EUR | 264,191 EUR | 100.00% | 100.00% |