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% | 102.76 % | 103.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,174 EUR | 260,249 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.99 % | 103.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,071 EUR | 259,143 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.43 % | 103.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,697 EUR | 257,747 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.58 % | 103.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,448 EUR | 258,498 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.74 % | 103.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,774 EUR | 258,835 EUR | 99.99% | 99.99% |
13/11/2024 | 0.80% | 102.57 % | 103.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,761 EUR | 258,824 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.45 % | 103.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,288 EUR | 258,338 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.37 % | 103.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,647 EUR | 258,707 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.55 % | 103.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,561 EUR | 257,611 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.11 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,484 EUR | 256,534 EUR | 99.99% | 99.99% |