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 | 2.73% | 35.50 % | 36.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 36,081 EUR | 37,081 EUR | 98.15% | 98.15% |
19/11/2024 | 2.72% | 36.35 % | 37.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 36,324 EUR | 37,324 EUR | 93.72% | 93.72% |
18/11/2024 | 2.72% | 36.30 % | 37.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 36,330 EUR | 37,330 EUR | 69.92% | 69.92% |
15/11/2024 | 2.68% | 36.50 % | 37.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 36,811 EUR | 37,811 EUR | 92.85% | 92.85% |
14/11/2024 | 2.68% | 37.15 % | 38.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 36,862 EUR | 37,862 EUR | 63.44% | 63.44% |
13/11/2024 | 2.65% | 36.50 % | 37.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 37,232 EUR | 38,232 EUR | 63.31% | 63.31% |
12/11/2024 | 2.52% | 39.15 % | 40.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 39,127 EUR | 40,127 EUR | 18.32% | 18.32% |
11/11/2024 | 2.25% | 43.85 % | 44.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 43,886 EUR | 44,886 EUR | 62.83% | 62.83% |
08/11/2024 | 2.29% | 43.20 % | 44.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 43,180 EUR | 44,180 EUR | 86.88% | 86.88% |
07/11/2024 | 2.25% | 43.80 % | 44.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 43,958 EUR | 44,958 EUR | 99.16% | 99.16% |