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% | 97.79 % | 98.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,869 EUR | 246,869 EUR | 100.00% | 100.00% |
19/11/2024 | 0.81% | 98.00 % | 98.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,591 EUR | 247,591 EUR | 99.59% | 99.59% |
18/11/2024 | 0.81% | 98.83 % | 99.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,126 EUR | 249,126 EUR | 99.99% | 99.99% |
15/11/2024 | 0.80% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,007 EUR | 251,007 EUR | 99.99% | 99.99% |
14/11/2024 | 0.80% | 99.96 % | 100.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,202 EUR | 251,202 EUR | 99.99% | 99.99% |
13/11/2024 | 0.80% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,755 EUR | 249,755 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 99.19 % | 99.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,577 EUR | 250,577 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,887 EUR | 252,911 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,458 EUR | 253,483 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,952 EUR | 253,977 EUR | 99.92% | 99.92% |