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 | 0.82% | 97.31 % | 98.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,255 EUR | 245,255 EUR | 100.00% | 100.00% |
19/11/2024 | 0.82% | 97.13 % | 97.93 % | 250,000 | 215,000 | 250,000 | 249,112 | 243,010 EUR | 244,140 EUR | 99.89% | 99.89% |
18/11/2024 | 0.82% | 97.18 % | 97.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,378 EUR | 245,378 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.58 % | 98.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,164 EUR | 247,164 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.37 % | 99.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,040 EUR | 248,040 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.36 % | 99.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,188 EUR | 247,188 EUR | 99.91% | 99.91% |
12/11/2024 | 0.81% | 98.38 % | 99.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,010 EUR | 248,010 EUR | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.54 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,243 EUR | 249,243 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.00 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,313 EUR | 254,338 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.00 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,598 EUR | 254,623 EUR | 100.00% | 100.00% |