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% | 102.85 % | 103.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,301 EUR | 259,376 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.75 % | 103.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,863 EUR | 258,938 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 102.63 % | 103.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,423 EUR | 258,473 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,215 EUR | 259,290 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.92 % | 103.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,287 EUR | 259,362 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.84 % | 103.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,189 EUR | 259,264 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 102.84 % | 103.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,043 EUR | 259,118 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 102.78 % | 103.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,015 EUR | 259,090 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.77 % | 103.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,917 EUR | 258,992 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 106.94 % | 107.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,163 EUR | 269,313 EUR | 100.00% | 100.00% |