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 | 2.77% | 35.05 % | 36.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 35,654 EUR | 36,654 EUR | 98.15% | 98.15% |
19/11/2024 | 2.75% | 35.95 % | 36.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 35,929 EUR | 36,929 EUR | 93.72% | 93.72% |
18/11/2024 | 2.74% | 35.90 % | 36.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 35,950 EUR | 36,950 EUR | 71.38% | 71.38% |
15/11/2024 | 2.70% | 36.15 % | 37.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 36,471 EUR | 37,471 EUR | 92.98% | 92.98% |
14/11/2024 | 2.67% | 36.85 % | 37.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 36,926 EUR | 37,926 EUR | 28.73% | 28.73% |
13/11/2024 | 2.67% | 36.25 % | 37.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 36,988 EUR | 37,988 EUR | 62.55% | 62.55% |
12/11/2024 | 2.54% | 39.05 % | 40.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 38,942 EUR | 39,942 EUR | 18.84% | 18.84% |
11/11/2024 | 2.24% | 44.00 % | 45.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 44,063 EUR | 45,063 EUR | 61.24% | 61.24% |
08/11/2024 | 2.28% | 43.30 % | 44.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 43,300 EUR | 44,300 EUR | 86.96% | 86.96% |
07/11/2024 | 2.24% | 43.95 % | 44.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 44,139 EUR | 45,139 EUR | 97.82% | 97.82% |