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 | 1.84% | 53.50 % | 54.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,985 EUR | 54,985 EUR | 98.15% | 98.15% |
19/11/2024 | 1.87% | 52.75 % | 53.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 52,857 EUR | 53,857 EUR | 93.72% | 93.72% |
18/11/2024 | 1.82% | 54.30 % | 55.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,483 EUR | 55,483 EUR | 67.82% | 67.82% |
15/11/2024 | 1.80% | 54.90 % | 55.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,961 EUR | 55,961 EUR | 88.16% | 88.16% |
14/11/2024 | 1.83% | 54.60 % | 55.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,069 EUR | 55,069 EUR | 63.45% | 63.45% |
13/11/2024 | 1.89% | 52.30 % | 53.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 52,494 EUR | 53,494 EUR | 63.16% | 63.16% |
12/11/2024 | 1.87% | 52.95 % | 53.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 52,865 EUR | 53,865 EUR | 31.18% | 31.18% |
11/11/2024 | 1.79% | 55.50 % | 56.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,317 EUR | 56,317 EUR | 62.83% | 62.83% |
08/11/2024 | 1.79% | 54.90 % | 55.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,329 EUR | 56,329 EUR | 75.78% | 75.78% |
07/11/2024 | 1.68% | 59.50 % | 60.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 59,111 EUR | 60,111 EUR | 99.16% | 99.16% |