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 | 1.00% | 56.91 % | 57.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 144,243 EUR | 145,691 EUR | 99.94% | 99.94% |
19/11/2024 | 1.00% | 55.46 % | 56.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 139,541 EUR | 140,945 EUR | 99.14% | 99.14% |
18/11/2024 | 1.00% | 58.33 % | 58.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 146,721 EUR | 148,198 EUR | 99.98% | 99.98% |
15/11/2024 | 1.00% | 59.51 % | 60.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 148,505 EUR | 150,001 EUR | 99.99% | 99.99% |
14/11/2024 | 1.00% | 58.80 % | 59.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 143,273 EUR | 144,711 EUR | 99.91% | 99.91% |
13/11/2024 | 1.00% | 54.97 % | 55.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 137,316 EUR | 138,696 EUR | 99.92% | 99.92% |
12/11/2024 | 1.00% | 53.31 % | 53.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 137,597 EUR | 138,980 EUR | 99.92% | 99.92% |
11/11/2024 | 1.00% | 59.77 % | 60.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 148,280 EUR | 149,771 EUR | 100.00% | 100.00% |
08/11/2024 | 1.00% | 58.33 % | 58.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 150,106 EUR | 151,616 EUR | 99.81% | 99.81% |
07/11/2024 | 1.00% | 66.75 % | 67.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 165,148 EUR | 166,806 EUR | 99.98% | 99.98% |