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% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,296 EUR | 255,323 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.34 % | 102.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,909 EUR | 254,934 EUR | 99.97% | 99.97% |
18/11/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,506 EUR | 254,531 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,649 EUR | 253,674 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.18 % | 101.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,409 EUR | 255,443 EUR | 99.99% | 99.99% |
13/11/2024 | 0.80% | 101.59 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,822 EUR | 254,848 EUR | 99.86% | 99.86% |
12/11/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,707 EUR | 255,752 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,232 EUR | 255,262 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 103.35 % | 104.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,985 EUR | 260,060 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 103.49 % | 104.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,442 EUR | 258,497 EUR | 99.97% | 99.97% |