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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.79% | 100.52 % | 101.32 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,272 EUR | 60,752 EUR | 100.00% | 100.00% |
22/11/2024 | 0.79% | 100.45 % | 101.25 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,243 EUR | 60,723 EUR | 100.00% | 100.00% |
20/11/2024 | 0.79% | 100.37 % | 101.17 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,236 EUR | 60,716 EUR | 100.00% | 100.00% |
19/11/2024 | 0.79% | 100.35 % | 101.15 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,243 EUR | 60,723 EUR | 100.00% | 100.00% |
18/11/2024 | 0.79% | 100.52 % | 101.32 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,303 EUR | 60,783 EUR | 100.00% | 100.00% |
15/11/2024 | 0.79% | 100.37 % | 101.17 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,329 EUR | 60,809 EUR | 100.00% | 100.00% |
14/11/2024 | 0.79% | 100.45 % | 101.25 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,209 EUR | 60,689 EUR | 99.68% | 99.68% |
13/11/2024 | 0.79% | 100.06 % | 100.85 % | 60,000 | 60,000 | 60,000 | 47,053 | 60,049 EUR | 47,458 EUR | 100.00% | 100.00% |
12/11/2024 | 0.79% | 100.07 % | 100.86 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,179 EUR | 60,659 EUR | 100.00% | 100.00% |
11/11/2024 | 0.79% | 100.51 % | 101.31 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,306 EUR | 60,786 EUR | 84.62% | 84.62% |