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 | 1.03% | 99.25 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,259 EUR | 100,291 EUR | 98.15% | 98.15% |
19/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,300 EUR | 100,300 EUR | 93.72% | 93.72% |
18/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,300 EUR | 100,300 EUR | 80.78% | 80.78% |
15/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,300 EUR | 100,300 EUR | 88.41% | 88.41% |
14/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,300 EUR | 100,300 EUR | 63.21% | 63.21% |
13/11/2024 | 0.95% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,350 EUR | 100,301 EUR | 75.78% | 75.78% |
12/11/2024 | 0.95% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,350 EUR | 100,301 EUR | 51.32% | 51.32% |
11/11/2024 | 0.99% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,350 EUR | 100,336 EUR | 80.25% | 80.25% |
08/11/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,302 EUR | 100,300 EUR | 86.91% | 86.91% |
07/11/2024 | 0.99% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,307 EUR | 100,300 EUR | 99.16% | 99.16% |