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 | 0.87% | 91.50 % | 92.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,177 EUR | 232,177 EUR | 100.00% | 100.00% |
19/11/2024 | 0.87% | 91.20 % | 92.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,521 EUR | 230,521 EUR | 99.79% | 99.79% |
18/11/2024 | 0.86% | 92.87 % | 93.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,958 EUR | 233,958 EUR | 99.98% | 99.98% |
15/11/2024 | 0.85% | 93.18 % | 93.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,473 EUR | 235,473 EUR | 100.00% | 100.00% |
14/11/2024 | 0.86% | 93.24 % | 94.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,140 EUR | 233,140 EUR | 100.00% | 100.00% |
13/11/2024 | 0.87% | 91.40 % | 92.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,231 EUR | 230,231 EUR | 99.86% | 99.86% |
12/11/2024 | 0.87% | 90.49 % | 91.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,979 EUR | 231,979 EUR | 99.98% | 99.98% |
11/11/2024 | 0.84% | 94.37 % | 95.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,980 EUR | 237,980 EUR | 100.00% | 100.00% |
08/11/2024 | 0.84% | 94.01 % | 94.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,897 EUR | 238,897 EUR | 99.94% | 99.94% |
07/11/2024 | 0.82% | 97.76 % | 98.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,468 EUR | 245,468 EUR | 100.00% | 100.00% |