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% | 117.37 % | 118.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 295,215 EUR | 297,585 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 117.09 % | 118.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 290,006 EUR | 292,333 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 116.47 % | 117.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 288,741 EUR | 291,062 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 114.71 % | 115.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 287,637 EUR | 289,949 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 117.45 % | 118.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 296,036 EUR | 298,416 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 119.45 % | 120.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 291,749 EUR | 294,092 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 114.08 % | 115.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 286,294 EUR | 288,594 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 114.52 % | 115.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 285,192 EUR | 287,486 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 111.70 % | 112.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,560 EUR | 281,808 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 111.86 % | 112.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 278,202 EUR | 280,429 EUR | 100.00% | 100.00% |