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 | 1.94% | 50.20 % | 51.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 50,946 EUR | 51,946 EUR | 98.15% | 98.15% |
19/11/2024 | 1.93% | 51.30 % | 52.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 51,282 EUR | 52,282 EUR | 93.72% | 93.72% |
18/11/2024 | 1.93% | 51.25 % | 52.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 51,274 EUR | 52,274 EUR | 68.55% | 68.55% |
15/11/2024 | 1.91% | 51.55 % | 52.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 51,928 EUR | 52,928 EUR | 92.63% | 92.63% |
14/11/2024 | 1.90% | 52.40 % | 53.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 52,005 EUR | 53,005 EUR | 63.18% | 63.18% |
13/11/2024 | 1.88% | 51.55 % | 52.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 52,582 EUR | 53,582 EUR | 61.84% | 61.84% |
12/11/2024 | 1.80% | 55.15 % | 56.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,117 EUR | 56,117 EUR | 19.27% | 19.27% |
11/11/2024 | 1.61% | 61.55 % | 62.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,611 EUR | 62,611 EUR | 77.61% | 77.61% |
08/11/2024 | 1.64% | 60.65 % | 61.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,649 EUR | 61,649 EUR | 86.99% | 86.99% |
07/11/2024 | 1.61% | 61.50 % | 62.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,699 EUR | 62,699 EUR | 99.16% | 99.16% |