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 | 0.90% | 110.42 % | 111.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,207 EUR | 279,707 EUR | 100.00% | 100.00% |
19/11/2024 | 0.91% | 109.73 % | 110.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,187 EUR | 276,687 EUR | 100.00% | 100.00% |
18/11/2024 | 0.91% | 109.56 % | 110.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,361 EUR | 275,861 EUR | 100.00% | 100.00% |
15/11/2024 | 0.90% | 109.69 % | 110.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,868 EUR | 278,368 EUR | 100.00% | 100.00% |
14/11/2024 | 0.88% | 111.99 % | 112.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,540 EUR | 284,040 EUR | 100.00% | 100.00% |
13/11/2024 | 0.89% | 111.77 % | 112.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 278,961 EUR | 281,461 EUR | 100.00% | 100.00% |
12/11/2024 | 0.89% | 111.76 % | 112.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,254 EUR | 282,754 EUR | 100.00% | 100.00% |
11/11/2024 | 0.89% | 112.29 % | 113.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,445 EUR | 282,945 EUR | 100.00% | 100.00% |
08/11/2024 | 0.90% | 110.88 % | 111.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,089 EUR | 279,589 EUR | 100.00% | 100.00% |
07/11/2024 | 0.91% | 110.18 % | 111.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,610 EUR | 276,110 EUR | 100.00% | 100.00% |