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 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,661 EUR | 102,661 EUR | 98.15% | 98.15% |
19/11/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,589 EUR | 102,589 EUR | 93.72% | 93.72% |
18/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,633 EUR | 102,633 EUR | 78.63% | 78.63% |
15/11/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,631 EUR | 102,631 EUR | 88.12% | 88.12% |
14/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,700 EUR | 102,700 EUR | 65.47% | 65.47% |
13/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,672 EUR | 102,672 EUR | 74.77% | 74.77% |
12/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,719 EUR | 102,719 EUR | 51.27% | 51.27% |
11/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,701 EUR | 102,701 EUR | 79.57% | 79.57% |
08/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,663 EUR | 102,663 EUR | 86.83% | 86.83% |
07/11/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,640 EUR | 102,640 EUR | 99.16% | 99.16% |