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 | 0.87% | 90.76 % | 91.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,478 EUR | 230,478 EUR | 100.00% | 100.00% |
19/11/2024 | 0.88% | 91.52 % | 92.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,069 EUR | 229,069 EUR | 99.83% | 99.83% |
18/11/2024 | 0.85% | 94.11 % | 94.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,817 EUR | 235,817 EUR | 99.98% | 99.98% |
15/11/2024 | 0.85% | 93.65 % | 94.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,257 EUR | 236,257 EUR | 100.00% | 100.00% |
14/11/2024 | 0.86% | 93.48 % | 94.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,952 EUR | 233,952 EUR | 100.00% | 100.00% |
13/11/2024 | 0.89% | 89.18 % | 89.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,187 EUR | 226,187 EUR | 99.93% | 99.93% |
12/11/2024 | 0.87% | 89.90 % | 90.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,192 EUR | 231,192 EUR | 100.00% | 100.00% |
11/11/2024 | 0.86% | 93.13 % | 93.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,004 EUR | 234,004 EUR | 100.00% | 100.00% |
08/11/2024 | 0.86% | 91.61 % | 92.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,805 EUR | 233,805 EUR | 99.92% | 99.92% |
07/11/2024 | 0.83% | 95.84 % | 96.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,556 EUR | 241,556 EUR | 99.91% | 99.91% |