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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.82% | 98.05 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,615 EUR | 245,615 EUR | 99.25% | 99.25% |
22/11/2024 | 0.83% | 96.81 % | 97.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,218 EUR | 243,218 EUR | 100.00% | 100.00% |
20/11/2024 | 0.84% | 95.93 % | 96.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,396 EUR | 240,396 EUR | 100.00% | 100.00% |
19/11/2024 | 0.82% | 95.37 % | 96.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,559 EUR | 243,559 EUR | 99.93% | 99.93% |
18/11/2024 | 0.83% | 96.90 % | 97.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,544 EUR | 242,544 EUR | 100.00% | 100.00% |
15/11/2024 | 0.83% | 96.17 % | 96.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,167 EUR | 242,167 EUR | 100.00% | 100.00% |
14/11/2024 | 0.83% | 95.91 % | 96.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,064 EUR | 241,064 EUR | 99.98% | 99.98% |
13/11/2024 | 0.82% | 95.28 % | 96.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,935 EUR | 244,935 EUR | 99.91% | 99.91% |
12/11/2024 | 0.83% | 97.38 % | 98.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,652 EUR | 242,652 EUR | 100.00% | 100.00% |
11/11/2024 | 0.83% | 96.73 % | 97.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,385 EUR | 243,385 EUR | 100.00% | 100.00% |