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 | 1.02% | 48.28 % | 48.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 122,381 EUR | 123,631 EUR | 99.95% | 99.95% |
19/11/2024 | 1.05% | 47.07 % | 47.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 118,612 EUR | 119,862 EUR | 99.95% | 99.95% |
18/11/2024 | 1.00% | 49.74 % | 50.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 125,081 EUR | 126,336 EUR | 99.97% | 99.97% |
15/11/2024 | 1.00% | 50.72 % | 51.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 126,577 EUR | 127,851 EUR | 99.91% | 99.91% |
14/11/2024 | 1.02% | 50.07 % | 50.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 121,799 EUR | 123,049 EUR | 99.94% | 99.94% |
13/11/2024 | 1.07% | 46.68 % | 47.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 116,621 EUR | 117,871 EUR | 99.66% | 99.66% |
12/11/2024 | 1.07% | 45.13 % | 45.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 116,645 EUR | 117,895 EUR | 99.95% | 99.95% |
11/11/2024 | 1.00% | 50.92 % | 51.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 126,641 EUR | 127,914 EUR | 99.90% | 99.90% |
08/11/2024 | 1.00% | 51.03 % | 51.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 129,437 EUR | 130,738 EUR | 99.78% | 99.78% |
07/11/2024 | 1.00% | 57.30 % | 57.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 141,627 EUR | 143,052 EUR | 99.96% | 99.96% |