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 | 0.80% | 98.98 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,883 EUR | 249,883 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.08 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,583 EUR | 249,583 EUR | 100.00% | 100.00% |
18/11/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,636 EUR | 250,636 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.12 % | 99.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,881 EUR | 249,881 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.84 % | 99.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,171 EUR | 249,171 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.39 % | 99.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,398 EUR | 248,398 EUR | 99.94% | 99.94% |
12/11/2024 | 0.80% | 98.74 % | 99.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,514 EUR | 249,514 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,762 EUR | 250,762 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,193 EUR | 251,195 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,751 EUR | 250,751 EUR | 100.00% | 100.00% |