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 | 0.87% | 91.49 % | 92.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,621 EUR | 231,621 EUR | 99.84% | 99.84% |
19/11/2024 | 0.86% | 92.07 % | 92.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,523 EUR | 232,523 EUR | 99.80% | 99.80% |
18/11/2024 | 0.85% | 93.64 % | 94.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,683 EUR | 236,683 EUR | 100.00% | 100.00% |
15/11/2024 | 0.85% | 94.11 % | 94.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,160 EUR | 237,160 EUR | 99.92% | 99.92% |
14/11/2024 | 0.86% | 93.74 % | 94.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,475 EUR | 234,475 EUR | 100.00% | 100.00% |
13/11/2024 | 0.87% | 92.16 % | 92.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,740 EUR | 231,740 EUR | 99.83% | 99.83% |
12/11/2024 | 0.86% | 91.51 % | 92.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,863 EUR | 232,863 EUR | 100.00% | 100.00% |
11/11/2024 | 0.85% | 94.00 % | 94.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,101 EUR | 237,101 EUR | 100.00% | 100.00% |
08/11/2024 | 0.85% | 93.03 % | 93.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,212 EUR | 237,212 EUR | 99.99% | 99.99% |
07/11/2024 | 0.82% | 97.71 % | 98.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,352 EUR | 245,352 EUR | 99.98% | 99.98% |