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 | 0.92% | 86.93 % | 87.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,274 EUR | 218,274 EUR | 99.92% | 99.92% |
19/11/2024 | 0.93% | 85.10 % | 85.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,997 EUR | 215,997 EUR | 99.88% | 99.88% |
18/11/2024 | 0.91% | 86.63 % | 87.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,883 EUR | 220,883 EUR | 99.99% | 99.99% |
15/11/2024 | 0.88% | 90.69 % | 91.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,205 EUR | 229,205 EUR | 99.98% | 99.98% |
14/11/2024 | 0.92% | 87.63 % | 88.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,707 EUR | 218,707 EUR | 99.91% | 99.91% |
13/11/2024 | 0.91% | 86.57 % | 87.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,169 EUR | 221,169 EUR | 95.70% | 95.70% |
12/11/2024 | 0.90% | 86.14 % | 86.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,529 EUR | 223,529 EUR | 93.74% | 93.74% |
11/11/2024 | 0.88% | 88.74 % | 89.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,842 EUR | 227,842 EUR | 100.00% | 100.00% |