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 | 0.82% | 96.99 % | 97.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,730 EUR | 245,730 EUR | 100.00% | 100.00% |
19/11/2024 | 0.83% | 96.75 % | 97.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,360 EUR | 243,360 EUR | 100.00% | 100.00% |
18/11/2024 | 0.83% | 96.65 % | 97.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,956 EUR | 242,956 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 96.70 % | 97.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,446 EUR | 246,446 EUR | 99.99% | 99.99% |
14/11/2024 | 0.81% | 98.76 % | 99.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,811 EUR | 248,811 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.46 % | 99.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,770 EUR | 248,770 EUR | 99.98% | 99.98% |
12/11/2024 | 0.81% | 98.40 % | 99.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,441 EUR | 247,441 EUR | 99.98% | 99.98% |
11/11/2024 | 0.82% | 97.90 % | 98.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,042 EUR | 246,042 EUR | 100.00% | 100.00% |
08/11/2024 | 0.82% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,529 EUR | 243,529 EUR | 22.56% | 22.56% |
07/11/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,301 EUR | 250,301 EUR | 100.00% | 100.00% |