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 | 0.83% | 102.60 % | 103.40 % | 500,000 | 500,000 | 141,716 | 141,716 | 145,472 EUR | 146,608 EUR | 97.94% | 97.94% |
19/11/2024 | 0.99% | 101.80 % | 102.80 % | 500,000 | 500,000 | 147,710 | 147,710 | 150,300 EUR | 151,780 EUR | 100.00% | 100.00% |
18/11/2024 | 0.98% | 102.50 % | 103.50 % | 500,000 | 500,000 | 147,899 | 147,899 | 151,559 EUR | 153,040 EUR | 100.00% | 100.00% |
15/11/2024 | 0.79% | 102.20 % | 103.00 % | 500,000 | 500,000 | 147,575 | 147,575 | 150,884 EUR | 152,068 EUR | 100.00% | 100.00% |
14/11/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 148,055 | 148,055 | 151,392 EUR | 152,577 EUR | 100.00% | 100.00% |
13/11/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 148,112 | 148,112 | 152,091 EUR | 153,572 EUR | 100.00% | 100.00% |
12/11/2024 | 0.97% | 102.30 % | 103.30 % | 500,000 | 500,000 | 148,330 | 148,330 | 151,738 EUR | 153,221 EUR | 100.00% | 100.00% |
11/11/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 147,739 | 147,739 | 151,563 EUR | 152,748 EUR | 100.00% | 100.00% |
08/11/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 148,130 | 148,130 | 150,898 EUR | 152,083 EUR | 100.00% | 100.00% |
07/11/2024 | 0.98% | 102.20 % | 103.20 % | 500,000 | 500,000 | 148,818 | 148,818 | 151,991 EUR | 153,481 EUR | 99.23% | 99.23% |