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 | 1.06% | 93.30 % | 94.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,794 EUR | 94,794 EUR | 98.15% | 98.15% |
19/11/2024 | 1.07% | 93.65 % | 94.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,330 EUR | 94,330 EUR | 93.72% | 93.72% |
18/11/2024 | 1.06% | 93.90 % | 94.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,949 EUR | 94,949 EUR | 68.68% | 68.68% |
15/11/2024 | 1.06% | 93.30 % | 94.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,609 EUR | 94,609 EUR | 87.91% | 87.91% |
14/11/2024 | 1.07% | 93.20 % | 94.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,690 EUR | 93,690 EUR | 63.17% | 63.17% |
13/11/2024 | 1.08% | 90.50 % | 91.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,170 EUR | 93,170 EUR | 76.05% | 76.05% |
12/11/2024 | 1.06% | 92.95 % | 93.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,654 EUR | 94,654 EUR | 51.27% | 51.27% |
11/11/2024 | 1.06% | 93.75 % | 94.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,475 EUR | 94,475 EUR | 81.34% | 81.34% |
08/11/2024 | 1.07% | 92.90 % | 93.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,029 EUR | 94,029 EUR | 84.61% | 84.61% |
07/11/2024 | 1.05% | 94.75 % | 95.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,967 EUR | 95,967 EUR | 99.16% | 99.16% |