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% | 96.63 % | 97.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,137 EUR | 244,137 EUR | 100.00% | 100.00% |
19/11/2024 | 0.83% | 96.18 % | 96.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,048 EUR | 243,048 EUR | 99.91% | 99.91% |
18/11/2024 | 0.82% | 97.38 % | 98.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,505 EUR | 245,505 EUR | 100.00% | 100.00% |
15/11/2024 | 0.82% | 97.71 % | 98.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,388 EUR | 246,388 EUR | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.67 % | 98.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,440 EUR | 245,440 EUR | 100.00% | 100.00% |
13/11/2024 | 0.82% | 96.91 % | 97.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,361 EUR | 244,361 EUR | 100.00% | 100.00% |
12/11/2024 | 0.82% | 96.54 % | 97.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,644 EUR | 245,644 EUR | 100.00% | 100.00% |
11/11/2024 | 0.81% | 98.86 % | 99.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,028 EUR | 249,028 EUR | 100.00% | 100.00% |
08/11/2024 | 0.81% | 98.24 % | 99.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,190 EUR | 249,190 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,126 EUR | 252,129 EUR | 99.96% | 99.96% |