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 | 1.69% | 58.30 % | 59.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 58,778 EUR | 59,778 EUR | 98.15% | 98.15% |
19/11/2024 | 1.72% | 57.55 % | 58.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,642 EUR | 58,642 EUR | 93.72% | 93.72% |
18/11/2024 | 1.67% | 59.10 % | 60.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 59,284 EUR | 60,284 EUR | 68.06% | 68.06% |
15/11/2024 | 1.66% | 59.80 % | 60.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 59,755 EUR | 60,755 EUR | 93.56% | 93.56% |
14/11/2024 | 1.68% | 59.35 % | 60.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 58,875 EUR | 59,875 EUR | 62.85% | 62.85% |
13/11/2024 | 1.73% | 57.15 % | 58.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,324 EUR | 58,324 EUR | 61.89% | 61.89% |
12/11/2024 | 1.72% | 57.75 % | 58.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,731 EUR | 58,731 EUR | 31.16% | 31.16% |
11/11/2024 | 1.65% | 60.35 % | 61.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,138 EUR | 61,138 EUR | 77.60% | 77.60% |
08/11/2024 | 1.65% | 59.75 % | 60.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,207 EUR | 61,207 EUR | 75.84% | 75.84% |
07/11/2024 | 1.55% | 64.40 % | 65.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 64,006 EUR | 65,006 EUR | 99.16% | 99.16% |