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% | 102.46 % | 103.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,332 EUR | 258,382 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 102.18 % | 103.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,274 EUR | 257,324 EUR | 99.99% | 99.99% |
18/11/2024 | 0.80% | 102.47 % | 103.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,810 EUR | 257,860 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 102.51 % | 103.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,620 EUR | 258,673 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.48 % | 103.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,131 EUR | 258,181 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 102.35 % | 103.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,143 EUR | 258,194 EUR | 99.95% | 99.95% |
12/11/2024 | 0.80% | 102.45 % | 103.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,591 EUR | 258,641 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 103.05 % | 103.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,571 EUR | 259,646 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 102.58 % | 103.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,326 EUR | 258,376 EUR | 99.93% | 99.93% |
07/11/2024 | 0.80% | 102.51 % | 103.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,889 EUR | 257,939 EUR | 99.98% | 99.98% |