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 | 0.85% | 92.92 % | 93.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,856 EUR | 235,856 EUR | 99.95% | 99.95% |
19/11/2024 | 0.87% | 91.55 % | 92.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,777 EUR | 231,777 EUR | 99.77% | 99.77% |
18/11/2024 | 0.84% | 94.00 % | 94.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,803 EUR | 237,803 EUR | 99.97% | 99.97% |
15/11/2024 | 0.84% | 95.04 % | 95.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,358 EUR | 239,358 EUR | 99.99% | 99.99% |
14/11/2024 | 0.85% | 94.44 % | 95.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,981 EUR | 234,981 EUR | 100.00% | 100.00% |
13/11/2024 | 0.87% | 91.13 % | 91.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,025 EUR | 230,025 EUR | 100.00% | 100.00% |
12/11/2024 | 0.87% | 89.85 % | 90.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,964 EUR | 230,964 EUR | 99.94% | 99.94% |
11/11/2024 | 0.84% | 95.97 % | 96.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,429 EUR | 240,429 EUR | 99.99% | 99.99% |
08/11/2024 | 0.83% | 93.67 % | 94.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,387 EUR | 241,387 EUR | 97.24% | 97.24% |
07/11/2024 | 0.80% | 101.94 % | 102.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,505 EUR | 255,544 EUR | 99.98% | 99.98% |