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 | 1.86% | 26.01 % | 26.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 66,551 EUR | 67,801 EUR | 100.00% | 100.00% |
19/11/2024 | 1.88% | 26.72 % | 27.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 65,960 EUR | 67,210 EUR | 99.57% | 99.57% |
18/11/2024 | 1.80% | 27.42 % | 27.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 68,952 EUR | 70,202 EUR | 99.97% | 99.97% |
15/11/2024 | 1.75% | 27.99 % | 28.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 70,684 EUR | 71,934 EUR | 99.99% | 99.99% |
14/11/2024 | 1.80% | 27.94 % | 28.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 68,794 EUR | 70,044 EUR | 99.99% | 99.99% |
13/11/2024 | 1.81% | 27.01 % | 27.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 68,290 EUR | 69,540 EUR | 100.00% | 100.00% |
12/11/2024 | 1.80% | 27.08 % | 27.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 68,641 EUR | 69,891 EUR | 100.00% | 100.00% |
11/11/2024 | 1.75% | 28.45 % | 28.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 70,720 EUR | 71,970 EUR | 99.99% | 99.99% |
08/11/2024 | 1.78% | 27.83 % | 28.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 69,607 EUR | 70,857 EUR | 99.83% | 99.83% |
07/11/2024 | 1.72% | 29.10 % | 29.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 72,222 EUR | 73,472 EUR | 99.93% | 99.93% |