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 | 2.35% | 41.76 % | 42.76 % | 250,000 | 5,000 | 250,000 | 5,000 | 105,179 EUR | 2,154 EUR | 96.33% | 96.33% |
19/11/2024 | 2.33% | 42.51 % | 43.51 % | 250,000 | 5,000 | 250,000 | 5,000 | 106,228 EUR | 2,175 EUR | 99.53% | 99.53% |
18/11/2024 | 2.28% | 43.19 % | 44.19 % | 250,000 | 5,000 | 250,000 | 5,000 | 108,465 EUR | 2,219 EUR | 100.00% | 100.00% |
15/11/2024 | 2.29% | 42.69 % | 43.69 % | 250,000 | 5,000 | 250,000 | 5,000 | 107,707 EUR | 2,204 EUR | 99.95% | 99.95% |
14/11/2024 | 2.25% | 43.68 % | 44.68 % | 250,000 | 5,000 | 250,000 | 5,000 | 109,861 EUR | 2,247 EUR | 99.96% | 99.96% |
13/11/2024 | 2.29% | 43.45 % | 44.45 % | 250,000 | 5,000 | 250,000 | 5,000 | 107,920 EUR | 2,208 EUR | 99.97% | 99.97% |
12/11/2024 | 2.30% | 42.23 % | 43.23 % | 250,000 | 5,000 | 250,000 | 5,000 | 107,500 EUR | 2,200 EUR | 99.97% | 99.97% |
11/11/2024 | 2.31% | 42.85 % | 43.85 % | 250,000 | 5,000 | 250,000 | 5,000 | 107,104 EUR | 2,192 EUR | 100.00% | 100.00% |
08/11/2024 | 2.25% | 43.47 % | 44.47 % | 250,000 | 5,000 | 250,000 | 5,000 | 109,706 EUR | 2,244 EUR | 99.90% | 99.90% |
07/11/2024 | 2.25% | 43.85 % | 44.85 % | 250,000 | 5,000 | 250,000 | 5,000 | 109,963 EUR | 2,249 EUR | 99.99% | 99.99% |