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 | 1.21% | 80.40 % | 81.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,302 EUR | 83,302 EUR | 98.15% | 98.15% |
19/11/2024 | 1.21% | 81.90 % | 82.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,312 EUR | 83,312 EUR | 93.71% | 93.71% |
18/11/2024 | 1.22% | 82.60 % | 83.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,322 EUR | 82,322 EUR | 77.58% | 77.58% |
15/11/2024 | 1.15% | 85.05 % | 86.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,466 EUR | 87,466 EUR | 84.49% | 84.49% |
14/11/2024 | 1.11% | 89.70 % | 90.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,557 EUR | 90,557 EUR | 29.61% | 29.61% |
13/11/2024 | 1.21% | 82.10 % | 83.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,291 EUR | 83,291 EUR | 75.09% | 75.09% |
12/11/2024 | 1.17% | 83.60 % | 84.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,619 EUR | 85,619 EUR | 51.31% | 51.31% |
11/11/2024 | 1.19% | 83.75 % | 84.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,855 EUR | 84,855 EUR | 26.05% | 26.05% |
08/11/2024 | 1.22% | 81.55 % | 82.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,367 EUR | 82,367 EUR | 75.74% | 75.74% |
07/11/2024 | 1.22% | 81.70 % | 82.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,163 EUR | 82,163 EUR | 98.03% | 98.03% |