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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/11/2024 | 0.82% | 96.52 % | 97.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,627 EUR | 244,627 EUR | 100.00% | 100.00% |
15/11/2024 | 0.82% | 96.52 % | 97.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,654 EUR | 243,654 EUR | 99.98% | 99.98% |
14/11/2024 | 0.84% | 96.22 % | 97.02 % | 250,000 | 240,000 | 250,000 | 249,459 | 238,329 EUR | 239,805 EUR | 99.96% | 99.96% |
13/11/2024 | 0.84% | 93.59 % | 94.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,846 EUR | 237,846 EUR | 99.98% | 99.98% |
12/11/2024 | 0.82% | 95.73 % | 96.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,065 EUR | 245,065 EUR | 99.98% | 99.98% |
11/11/2024 | 0.82% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,128 EUR | 245,128 EUR | 100.00% | 100.00% |
08/11/2024 | 0.83% | 95.06 % | 95.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,906 EUR | 240,906 EUR | 99.32% | 99.32% |
07/11/2024 | 0.81% | 98.54 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,241 EUR | 248,241 EUR | 90.61% | 90.61% |
06/11/2024 | 0.82% | 95.85 % | 96.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,544 EUR | 244,546 EUR | 84.85% | 84.85% |
05/11/2024 | 0.80% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,102 EUR | 254,128 EUR | 100.00% | 100.00% |