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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.66% | 37.20 % | 38.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 37,105 EUR | 38,105 EUR | 98.11% | 98.11% |
22/11/2024 | 2.69% | 37.10 % | 38.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 36,693 EUR | 37,693 EUR | 99.91% | 99.91% |
20/11/2024 | 2.63% | 36.90 % | 37.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 37,472 EUR | 38,472 EUR | 98.15% | 98.15% |
19/11/2024 | 2.62% | 37.75 % | 38.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 37,730 EUR | 38,730 EUR | 93.72% | 93.72% |
18/11/2024 | 2.62% | 37.70 % | 38.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 37,737 EUR | 38,737 EUR | 71.67% | 71.67% |
15/11/2024 | 2.58% | 37.95 % | 38.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 38,229 EUR | 39,229 EUR | 92.81% | 92.81% |
14/11/2024 | 2.58% | 38.60 % | 39.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 38,298 EUR | 39,298 EUR | 63.41% | 63.41% |
13/11/2024 | 2.55% | 37.90 % | 38.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 38,719 EUR | 39,719 EUR | 63.30% | 63.30% |
12/11/2024 | 2.43% | 40.70 % | 41.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 40,661 EUR | 41,661 EUR | 19.08% | 19.08% |
11/11/2024 | 2.17% | 45.60 % | 46.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 45,643 EUR | 46,643 EUR | 77.69% | 77.69% |