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 | 1.11% | 89.20 % | 90.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,783 EUR | 90,783 EUR | 98.15% | 98.15% |
19/11/2024 | 1.12% | 89.00 % | 90.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,160 EUR | 90,160 EUR | 93.72% | 93.72% |
18/11/2024 | 1.10% | 90.55 % | 91.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,214 EUR | 91,214 EUR | 79.91% | 79.91% |
15/11/2024 | 1.10% | 90.35 % | 91.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,639 EUR | 91,639 EUR | 92.59% | 92.59% |
14/11/2024 | 1.10% | 90.30 % | 91.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,130 EUR | 91,130 EUR | 65.21% | 65.21% |
13/11/2024 | 1.12% | 88.70 % | 89.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,077 EUR | 90,077 EUR | 62.67% | 62.67% |
12/11/2024 | 1.10% | 90.60 % | 91.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,657 EUR | 91,657 EUR | 31.18% | 31.18% |
11/11/2024 | 1.08% | 91.95 % | 92.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,270 EUR | 93,270 EUR | 63.52% | 63.52% |
08/11/2024 | 1.08% | 91.55 % | 92.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,083 EUR | 93,083 EUR | 86.91% | 86.91% |
07/11/2024 | 1.06% | 93.95 % | 94.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,495 EUR | 94,495 EUR | 99.16% | 99.16% |