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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.82% | 95.72 % | 96.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,344 EUR | 244,344 EUR | 99.88% | 99.88% |
12/11/2024 | 0.81% | 96.51 % | 97.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,013 EUR | 247,013 EUR | 100.00% | 100.00% |
11/11/2024 | 0.82% | 97.41 % | 98.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,690 EUR | 244,690 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 96.70 % | 97.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,052 EUR | 255,083 EUR | 97.60% | 97.60% |
07/11/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,265 EUR | 254,288 EUR | 99.90% | 99.90% |
06/11/2024 | 0.80% | 99.45 % | 100.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,792 EUR | 249,794 EUR | 96.38% | 96.38% |
05/11/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,687 EUR | 253,710 EUR | 100.00% | 100.00% |
04/11/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,401 EUR | 252,406 EUR | 100.00% | 100.00% |
01/11/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,535 EUR | 251,536 EUR | 100.00% | 100.00% |
31/10/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,386 EUR | 250,386 EUR | 99.97% | 99.97% |