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 | 2.02% | 13.11 % | 13.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 33,097 EUR | 33,772 EUR | 99.94% | 99.94% |
19/11/2024 | 2.00% | 13.47 % | 13.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 34,325 EUR | 35,020 EUR | 99.87% | 99.87% |
18/11/2024 | 2.01% | 13.58 % | 13.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 33,333 EUR | 34,009 EUR | 99.98% | 99.98% |
15/11/2024 | 1.99% | 13.07 % | 13.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 34,538 EUR | 35,231 EUR | 99.91% | 99.91% |
14/11/2024 | 2.01% | 15.04 % | 15.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 37,876 EUR | 38,645 EUR | 99.97% | 99.97% |
13/11/2024 | 1.99% | 15.19 % | 15.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 38,610 EUR | 39,387 EUR | 99.98% | 99.98% |
12/11/2024 | 2.00% | 15.35 % | 15.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 38,575 EUR | 39,352 EUR | 99.97% | 99.97% |
11/11/2024 | 1.99% | 15.80 % | 16.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 41,876 EUR | 42,719 EUR | 99.91% | 99.91% |
08/11/2024 | 2.01% | 17.13 % | 17.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 45,052 EUR | 45,966 EUR | 99.99% | 99.99% |
07/11/2024 | 2.00% | 18.70 % | 19.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 48,466 EUR | 49,446 EUR | 99.87% | 99.87% |