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% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,041 EUR | 100,043 EUR | 98.15% | 98.15% |
19/11/2024 | 1.00% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,970 EUR | 99,967 EUR | 93.72% | 93.72% |
18/11/2024 | 1.01% | 99.15 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,075 EUR | 100,085 EUR | 68.84% | 68.84% |
15/11/2024 | 1.00% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,047 EUR | 100,042 EUR | 87.90% | 87.90% |
14/11/2024 | 1.00% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,991 EUR | 99,983 EUR | 62.95% | 62.95% |
13/11/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,848 EUR | 99,848 EUR | 74.41% | 74.41% |
12/11/2024 | 1.02% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,993 EUR | 100,005 EUR | 50.33% | 50.33% |
11/11/2024 | 1.01% | 99.15 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,188 EUR | 100,193 EUR | 78.94% | 78.94% |
08/11/2024 | 1.01% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,135 EUR | 100,138 EUR | 87.22% | 87.22% |
07/11/2024 | 1.00% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,213 EUR | 100,209 EUR | 99.16% | 99.16% |