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% | 82.44 % | 83.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,355 EUR | 210,355 EUR | 99.91% | 99.91% |
19/11/2024 | 0.95% | 83.79 % | 84.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,920 EUR | 211,920 EUR | 99.78% | 99.78% |
18/11/2024 | 0.94% | 84.60 % | 85.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,341 EUR | 213,341 EUR | 100.00% | 100.00% |
15/11/2024 | 0.93% | 85.00 % | 85.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,954 EUR | 214,954 EUR | 100.00% | 100.00% |
14/11/2024 | 0.95% | 84.91 % | 85.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,032 EUR | 212,032 EUR | 99.89% | 99.89% |
13/11/2024 | 0.94% | 82.92 % | 83.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,336 EUR | 213,336 EUR | 99.92% | 99.92% |
12/11/2024 | 0.91% | 86.29 % | 87.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,740 EUR | 220,740 EUR | 20.80% | 20.80% |
11/11/2024 | 0.86% | 92.53 % | 93.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,496 EUR | 232,496 EUR | 100.00% | 100.00% |
08/11/2024 | 0.87% | 91.35 % | 92.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,176 EUR | 231,176 EUR | 99.78% | 99.78% |
07/11/2024 | 0.85% | 93.72 % | 94.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,784 EUR | 235,784 EUR | 99.93% | 99.93% |