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 | 0.96% | 103.80 % | 104.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,416 EUR | 262,916 EUR | 100.00% | 100.00% |
19/11/2024 | 0.96% | 103.34 % | 104.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,254 EUR | 260,754 EUR | 100.00% | 100.00% |
18/11/2024 | 0.96% | 104.10 % | 105.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,858 EUR | 262,358 EUR | 100.00% | 100.00% |
15/11/2024 | 0.96% | 103.85 % | 104.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,957 EUR | 262,457 EUR | 100.00% | 100.00% |
14/11/2024 | 0.95% | 104.50 % | 105.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,200 EUR | 263,700 EUR | 99.98% | 99.98% |
13/11/2024 | 0.96% | 103.35 % | 104.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,136 EUR | 260,636 EUR | 100.00% | 100.00% |
12/11/2024 | 0.96% | 103.12 % | 104.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,634 EUR | 262,134 EUR | 100.00% | 100.00% |
11/11/2024 | 0.95% | 104.90 % | 105.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,203 EUR | 263,703 EUR | 100.00% | 100.00% |
08/11/2024 | 0.97% | 103.04 % | 104.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,055 EUR | 259,555 EUR | 100.00% | 100.00% |
07/11/2024 | 0.97% | 103.77 % | 104.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,504 EUR | 260,004 EUR | 100.00% | 100.00% |