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 | 0.94% | 84.41 % | 85.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,780 EUR | 214,780 EUR | 99.90% | 99.90% |
19/11/2024 | 0.94% | 84.17 % | 84.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,850 EUR | 212,850 EUR | 99.58% | 99.58% |
18/11/2024 | 0.93% | 86.09 % | 86.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,275 EUR | 216,275 EUR | 100.00% | 100.00% |
15/11/2024 | 0.93% | 85.86 % | 86.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,172 EUR | 217,172 EUR | 99.99% | 99.99% |
14/11/2024 | 0.94% | 85.74 % | 86.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,630 EUR | 214,630 EUR | 99.98% | 99.98% |
13/11/2024 | 0.95% | 83.96 % | 84.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,915 EUR | 211,915 EUR | 99.77% | 99.77% |
12/11/2024 | 0.93% | 83.33 % | 84.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,993 EUR | 214,993 EUR | 100.00% | 100.00% |
11/11/2024 | 0.91% | 87.38 % | 88.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,623 EUR | 221,623 EUR | 100.00% | 100.00% |
08/11/2024 | 0.91% | 87.26 % | 88.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,228 EUR | 221,228 EUR | 99.94% | 99.94% |
07/11/2024 | 0.89% | 90.33 % | 91.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,659 EUR | 225,659 EUR | 99.95% | 99.95% |