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% | 97.12 % | 97.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,956 EUR | 244,956 EUR | 100.00% | 100.00% |
19/11/2024 | 0.82% | 96.87 % | 97.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,009 EUR | 245,009 EUR | 99.93% | 99.93% |
18/11/2024 | 0.82% | 96.83 % | 97.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,727 EUR | 243,727 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.84 % | 99.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,154 EUR | 249,154 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.75 % | 99.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,434 EUR | 248,434 EUR | 99.93% | 99.93% |
13/11/2024 | 0.80% | 98.95 % | 99.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,312 EUR | 251,322 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,474 EUR | 253,498 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,123 EUR | 255,151 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.50 % | 102.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,597 EUR | 256,647 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 102.08 % | 102.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,860 EUR | 255,901 EUR | 100.00% | 100.00% |