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 | 2.20% | 44.50 % | 45.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 44,922 EUR | 45,922 EUR | 98.15% | 98.15% |
19/11/2024 | 2.25% | 43.95 % | 44.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 44,022 EUR | 45,022 EUR | 93.72% | 93.72% |
18/11/2024 | 2.18% | 45.20 % | 46.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 45,352 EUR | 46,352 EUR | 80.06% | 80.06% |
15/11/2024 | 2.16% | 45.70 % | 46.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 45,737 EUR | 46,737 EUR | 88.55% | 88.55% |
14/11/2024 | 2.20% | 45.45 % | 46.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 45,017 EUR | 46,017 EUR | 65.45% | 65.45% |
13/11/2024 | 2.26% | 43.60 % | 44.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 43,806 EUR | 44,806 EUR | 67.96% | 67.96% |
12/11/2024 | 2.25% | 44.15 % | 45.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 44,004 EUR | 45,004 EUR | 14.93% | 14.93% |
11/11/2024 | 2.15% | 46.25 % | 47.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 46,047 EUR | 47,047 EUR | 78.79% | 78.79% |
08/11/2024 | 2.15% | 45.75 % | 46.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 46,106 EUR | 47,106 EUR | 75.32% | 75.32% |
07/11/2024 | 2.01% | 49.45 % | 50.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 49,164 EUR | 50,164 EUR | 99.16% | 99.16% |