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% | 101.40 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,756 EUR | 255,800 EUR | 99.97% | 99.97% |
19/11/2024 | 0.80% | 101.46 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,463 EUR | 255,489 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 101.40 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,458 EUR | 255,483 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.43 % | 102.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,510 EUR | 255,537 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,548 EUR | 255,575 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,174 EUR | 255,199 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,353 EUR | 255,378 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,362 EUR | 255,387 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.15 % | 103.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,761 EUR | 259,836 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 103.26 % | 104.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,450 EUR | 260,525 EUR | 100.00% | 100.00% |