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 | 2.58% | 37.65 % | 38.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 38,324 EUR | 39,324 EUR | 98.15% | 98.15% |
19/11/2024 | 2.56% | 38.65 % | 39.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 38,606 EUR | 39,606 EUR | 93.72% | 93.72% |
18/11/2024 | 2.56% | 38.60 % | 39.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 38,611 EUR | 39,611 EUR | 70.01% | 70.01% |
15/11/2024 | 2.52% | 38.85 % | 39.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 39,163 EUR | 40,163 EUR | 92.78% | 92.78% |
14/11/2024 | 2.49% | 39.55 % | 40.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 39,638 EUR | 40,638 EUR | 28.83% | 28.83% |
13/11/2024 | 2.49% | 38.80 % | 39.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 39,668 EUR | 40,668 EUR | 63.25% | 63.25% |
12/11/2024 | 2.37% | 41.80 % | 42.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 41,771 EUR | 42,771 EUR | 18.60% | 18.60% |
11/11/2024 | 2.10% | 47.15 % | 48.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 47,206 EUR | 48,206 EUR | 79.38% | 79.38% |
08/11/2024 | 2.13% | 46.40 % | 47.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 46,388 EUR | 47,388 EUR | 86.91% | 86.91% |
07/11/2024 | 2.09% | 47.10 % | 48.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 47,276 EUR | 48,276 EUR | 97.51% | 97.51% |