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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/11/2024 | 0.80% | 101.94 % | 102.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,638 EUR | 256,688 EUR | 100.00% | 100.00% |
28/11/2024 | 0.80% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,437 EUR | 256,487 EUR | 100.00% | 100.00% |
27/11/2024 | 0.80% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,248 EUR | 256,298 EUR | 100.00% | 100.00% |
26/11/2024 | 0.80% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,459 EUR | 256,509 EUR | 100.00% | 100.00% |
25/11/2024 | 0.80% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,284 EUR | 256,334 EUR | 99.48% | 99.48% |
22/11/2024 | 0.80% | 101.54 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,630 EUR | 255,667 EUR | 100.00% | 100.00% |
20/11/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,252 EUR | 255,276 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.23 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,717 EUR | 254,742 EUR | 99.98% | 99.98% |
18/11/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,073 EUR | 255,098 EUR | 100.00% | 100.00% |
15/11/2024 | 0.80% | 101.23 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,251 EUR | 255,276 EUR | 100.00% | 100.00% |