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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.97% | 103.40 % | 104.40 % | 500,000 | 500,000 | 146,204 | 146,204 | 151,174 EUR | 152,637 EUR | 99.49% | 99.49% |
20/11/2024 | 0.78% | 103.50 % | 104.30 % | 500,000 | 500,000 | 143,635 | 143,635 | 148,662 EUR | 149,812 EUR | 97.94% | 97.94% |
19/11/2024 | 0.96% | 103.40 % | 104.40 % | 500,000 | 500,000 | 148,002 | 148,002 | 153,034 EUR | 154,514 EUR | 99.79% | 99.79% |
18/11/2024 | 0.97% | 103.40 % | 104.40 % | 500,000 | 500,000 | 148,674 | 148,674 | 153,729 EUR | 155,216 EUR | 98.49% | 98.49% |
15/11/2024 | 0.77% | 103.50 % | 104.30 % | 500,000 | 500,000 | 140,176 | 140,176 | 145,067 EUR | 146,189 EUR | 97.80% | 97.80% |
14/11/2024 | 0.77% | 103.40 % | 104.20 % | 500,000 | 500,000 | 147,955 | 147,955 | 152,986 EUR | 154,170 EUR | 100.00% | 100.00% |
13/11/2024 | 0.97% | 103.20 % | 104.20 % | 500,000 | 500,000 | 148,084 | 148,084 | 152,923 EUR | 154,404 EUR | 100.00% | 100.00% |
12/11/2024 | 1.01% | 103.20 % | 104.20 % | 500,000 | 500,000 | 145,456 | 145,456 | 150,115 EUR | 151,582 EUR | 100.00% | 100.00% |
11/11/2024 | 0.77% | 103.40 % | 104.20 % | 500,000 | 500,000 | 149,178 | 149,178 | 154,249 EUR | 155,443 EUR | 98.20% | 98.20% |
08/11/2024 | 0.79% | 103.40 % | 104.20 % | 500,000 | 500,000 | 146,958 | 146,958 | 151,887 EUR | 153,068 EUR | 100.00% | 100.00% |