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 | 0.30% | 99.88 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,926 EUR | 250,676 EUR | 99.99% | 99.99% |
19/11/2024 | 0.30% | 99.89 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,302 EUR | 250,052 EUR | 99.99% | 99.99% |
18/11/2024 | 0.80% | 99.20 % | 100.00 % | 250,000 | 127,000 | 250,000 | 221,992 | 248,268 EUR | 222,263 EUR | 78.14% | 100.00% |
15/11/2024 | 0.80% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,585 EUR | 254,610 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 101.41 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,368 EUR | 255,393 EUR | 100.00% | 100.00% |
13/11/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,641 EUR | 254,666 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.98 % | 101.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,320 EUR | 254,345 EUR | 99.99% | 99.99% |
11/11/2024 | 0.80% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,037 EUR | 254,062 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,053 EUR | 254,078 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 170,000 | 250,000 | 185,493 | 248,282 EUR | 185,710 EUR | 100.00% | 100.00% |