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 | 1.01% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,197 EUR | 99,197 EUR | 98.15% | 98.15% |
19/11/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,432 EUR | 99,432 EUR | 93.72% | 93.72% |
18/11/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,760 EUR | 99,760 EUR | 69.72% | 69.72% |
15/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,722 EUR | 99,722 EUR | 94.07% | 94.07% |
14/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,522 EUR | 99,522 EUR | 63.21% | 63.21% |
13/11/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,200 EUR | 99,200 EUR | 62.83% | 62.83% |
12/11/2024 | 1.03% | 96.70 % | 97.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,943 EUR | 97,943 EUR | 49.59% | 49.59% |
11/11/2024 | 1.02% | 97.15 % | 98.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,166 EUR | 98,166 EUR | 64.12% | 64.12% |
08/11/2024 | 1.03% | 96.65 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,671 EUR | 97,671 EUR | 86.80% | 86.80% |
07/11/2024 | 1.03% | 96.70 % | 97.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,564 EUR | 97,564 EUR | 99.16% | 99.16% |