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 | 0.95% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,250 EUR | 100,200 EUR | 98.15% | 98.15% |
19/11/2024 | 1.05% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,250 EUR | 100,294 EUR | 93.72% | 93.72% |
18/11/2024 | 1.05% | 99.25 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,250 EUR | 100,300 EUR | 70.18% | 70.18% |
15/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,300 EUR | 100,300 EUR | 88.59% | 88.59% |
14/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,300 EUR | 100,300 EUR | 62.88% | 62.88% |
13/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,400 EUR | 100,400 EUR | 74.95% | 74.95% |
12/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,400 EUR | 100,400 EUR | 49.64% | 49.64% |
11/11/2024 | 0.95% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,450 EUR | 100,400 EUR | 77.72% | 77.72% |
08/11/2024 | 1.05% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,450 EUR | 100,500 EUR | 86.91% | 86.91% |
07/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,496 EUR | 100,500 EUR | 99.16% | 99.16% |