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% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,715 EUR | 250,715 EUR | 99.97% | 99.97% |
19/11/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,490 EUR | 250,491 EUR | 99.78% | 99.78% |
18/11/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,076 EUR | 252,077 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,214 EUR | 251,214 EUR | 99.97% | 99.97% |
14/11/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 235,000 | 250,000 | 246,459 | 248,183 EUR | 246,629 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 98.84 % | 99.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,845 EUR | 249,845 EUR | 99.85% | 99.85% |
12/11/2024 | 0.80% | 99.20 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,077 EUR | 251,077 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,586 EUR | 251,586 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 99.13 % | 99.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,927 EUR | 249,927 EUR | 99.95% | 99.95% |
07/11/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,108 EUR | 251,108 EUR | 100.00% | 100.00% |