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% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,323 EUR | 99,323 EUR | 98.15% | 98.15% |
19/11/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,240 EUR | 99,240 EUR | 93.72% | 93.72% |
18/11/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,376 EUR | 99,376 EUR | 68.89% | 68.89% |
15/11/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,317 EUR | 99,317 EUR | 88.19% | 88.19% |
14/11/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,230 EUR | 99,230 EUR | 63.18% | 63.18% |
13/11/2024 | 1.01% | 97.85 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,025 EUR | 99,025 EUR | 76.08% | 76.08% |
12/11/2024 | 1.01% | 97.95 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,196 EUR | 99,196 EUR | 51.26% | 51.26% |
11/11/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,395 EUR | 99,395 EUR | 62.83% | 62.83% |
08/11/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,337 EUR | 99,337 EUR | 86.88% | 86.88% |
07/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,461 EUR | 99,461 EUR | 99.16% | 99.16% |