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 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,072 EUR | 100,065 EUR | 98.15% | 98.15% |
19/11/2024 | 1.00% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,937 EUR | 99,936 EUR | 93.72% | 93.72% |
18/11/2024 | 1.00% | 99.15 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,025 EUR | 100,020 EUR | 77.64% | 77.64% |
15/11/2024 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,041 EUR | 100,039 EUR | 92.51% | 92.51% |
14/11/2024 | 1.01% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,005 EUR | 100,005 EUR | 65.14% | 65.14% |
13/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,707 EUR | 99,707 EUR | 76.08% | 76.08% |
12/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,855 EUR | 99,855 EUR | 50.50% | 50.50% |
11/11/2024 | 1.00% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,040 EUR | 100,039 EUR | 81.12% | 81.12% |
08/11/2024 | 1.00% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,985 EUR | 99,978 EUR | 86.94% | 86.94% |
07/11/2024 | 1.00% | 99.15 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,065 EUR | 100,064 EUR | 99.16% | 99.16% |