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 | 1.48% | 67.35 % | 68.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,176 EUR | 68,176 EUR | 98.15% | 98.15% |
19/11/2024 | 1.53% | 66.65 % | 67.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 64,897 EUR | 65,897 EUR | 80.50% | 80.50% |
18/11/2024 | 1.65% | 60.05 % | 61.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,082 EUR | 61,082 EUR | 77.92% | 77.92% |
15/11/2024 | 1.68% | 59.25 % | 60.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 59,165 EUR | 60,165 EUR | 88.17% | 88.17% |
14/11/2024 | 1.70% | 58.45 % | 59.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 58,282 EUR | 59,282 EUR | 64.89% | 64.89% |
13/11/2024 | 1.68% | 58.30 % | 59.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 58,884 EUR | 59,884 EUR | 73.73% | 73.73% |
12/11/2024 | 1.68% | 58.80 % | 59.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 59,134 EUR | 60,134 EUR | 50.50% | 50.50% |
11/11/2024 | 1.66% | 59.50 % | 60.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 59,893 EUR | 60,893 EUR | 61.55% | 61.55% |
08/11/2024 | 1.64% | 60.30 % | 61.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,612 EUR | 61,612 EUR | 86.93% | 86.93% |
07/11/2024 | 1.60% | 61.60 % | 62.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,961 EUR | 62,961 EUR | 99.16% | 99.16% |