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 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,377 EUR | 103,377 EUR | 98.15% | 98.15% |
19/11/2024 | 0.97% | 102.30 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,179 EUR | 103,179 EUR | 93.72% | 93.72% |
18/11/2024 | 0.97% | 102.30 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,368 EUR | 103,368 EUR | 78.02% | 78.02% |
15/11/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,387 EUR | 103,387 EUR | 88.11% | 88.11% |
14/11/2024 | 0.97% | 102.20 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,132 EUR | 103,132 EUR | 65.47% | 65.47% |
13/11/2024 | 0.97% | 102.20 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,407 EUR | 103,407 EUR | 74.84% | 74.84% |
12/11/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,483 EUR | 103,483 EUR | 51.04% | 51.04% |
11/11/2024 | 0.97% | 102.70 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,563 EUR | 103,563 EUR | 81.39% | 81.39% |
08/11/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,244 EUR | 103,244 EUR | 87.13% | 87.13% |
07/11/2024 | 0.98% | 102.10 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,950 EUR | 102,950 EUR | 99.16% | 99.16% |