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% | 97.30 % | 98.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,049 EUR | 246,049 EUR | 100.00% | 100.00% |
19/11/2024 | 0.81% | 97.53 % | 98.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,439 EUR | 246,439 EUR | 99.94% | 99.94% |
18/11/2024 | 0.81% | 98.23 % | 99.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,565 EUR | 248,565 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,502 EUR | 249,502 EUR | 99.97% | 99.97% |
14/11/2024 | 0.81% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,410 EUR | 248,410 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.09 % | 98.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,628 EUR | 247,628 EUR | 99.92% | 99.92% |
12/11/2024 | 0.81% | 98.07 % | 98.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,967 EUR | 247,967 EUR | 100.00% | 100.00% |
11/11/2024 | 0.81% | 99.35 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,936 EUR | 248,936 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.51 % | 100.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,702 EUR | 250,702 EUR | 99.89% | 99.89% |
07/11/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,860 EUR | 250,860 EUR | 99.99% | 99.99% |