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 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,767 EUR | 101,767 EUR | 98.11% | 98.11% |
22/11/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,681 EUR | 101,681 EUR | 99.91% | 99.91% |
20/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,599 EUR | 101,599 EUR | 98.15% | 98.15% |
19/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 EUR | 101,500 EUR | 93.72% | 93.72% |
18/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,562 EUR | 101,562 EUR | 70.78% | 70.78% |
15/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,553 EUR | 101,553 EUR | 87.94% | 87.94% |
14/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,504 EUR | 101,504 EUR | 63.40% | 63.40% |
13/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,503 EUR | 101,503 EUR | 75.44% | 75.44% |
12/11/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,517 EUR | 101,517 EUR | 50.66% | 50.66% |
11/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,617 EUR | 101,617 EUR | 61.57% | 61.57% |