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 | 0.81% | 98.63 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,121 EUR | 249,121 EUR | 99.92% | 99.92% |
19/11/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,405 EUR | 255,434 EUR | 99.97% | 99.97% |
18/11/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,554 EUR | 255,591 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,776 EUR | 256,829 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.47 % | 103.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,871 EUR | 257,921 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,467 EUR | 255,493 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.35 % | 102.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,024 EUR | 256,071 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.73 % | 102.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,142 EUR | 256,189 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,547 EUR | 255,582 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.59 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,267 EUR | 255,296 EUR | 100.00% | 100.00% |